spec. short-term-reversal-jp-all-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/short-term-reversal-jp-all-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): -0.03
correlation-0.028 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
rejectedequity· no_edge
Short-Term Reversal (JP All Stocks)
short-term-reversal-jp-all
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): -0.03. Strategy: Short-Term Reversal (JP All Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-all-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:15
fact_id: short-term-reversal-jp-all-fact-avg-corr-full (immutable)