spec. short-term-reversal-regime-gated-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -0.34 across 81 runs.
sharpe_ratio-0.34 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Short-Term Reversal Regime-Gated (JP Growth Stocks)
short-term-reversal-regime-gated-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -0.34 across 81 runs.. Strategy: Short-Term Reversal Regime-Gated (JP Growth Stocks). https://qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: short-term-reversal-regime-gated-jp-growth-fact-regime-down (immutable)