spec. skewness-anomaly-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/skewness-anomaly-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.93 across 320 runs.
sharpe_ratio0.93 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Skewness Anomaly (JP Growth Stocks)
skewness-anomaly-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.93 across 320 runs.. Strategy: Skewness Anomaly (JP Growth Stocks). https://qbuntu.ai/cite/skewness-anomaly-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:30
fact_id: skewness-anomaly-jp-growth-fact-regime-down (immutable)