spec. short-term-reversal-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/short-term-reversal-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.86 across 160 runs.
sharpe_ratio0.86 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Short-Term Reversal (JP All Stocks)
short-term-reversal-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.86 across 160 runs.. Strategy: Short-Term Reversal (JP All Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-all-fact-regime-down
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-regime-down (immutable)