spec. sector-rotation-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/sector-rotation-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.50 across 576 runs.
sharpe_ratio-0.5 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Sector Rotation / Sector Momentum (JP Growth Stocks)
sector-rotation-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.50 across 576 runs.. Strategy: Sector Rotation / Sector Momentum (JP Growth Stocks). https://qbuntu.ai/cite/sector-rotation-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: sector-rotation-jp-growth-fact-regime-flat (immutable)