spec. skewness-anomaly-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/skewness-anomaly-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -0.44 across 160 runs.
sharpe_ratio-0.44 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Skewness Anomaly (JP All Stocks)
skewness-anomaly-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -0.44 across 160 runs.. Strategy: Skewness Anomaly (JP All Stocks). https://qbuntu.ai/cite/skewness-anomaly-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:00
fact_id: skewness-anomaly-jp-all-fact-regime-down (immutable)