spec. skewness-reversal-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/skewness-reversal-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 1.10 across 144 runs.
sharpe_ratio1.1 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Skewness Reversal (JP Growth Stocks)
skewness-reversal-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 1.10 across 144 runs.. Strategy: Skewness Reversal (JP Growth Stocks). https://qbuntu.ai/cite/skewness-reversal-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:49
fact_id: skewness-reversal-jp-growth-fact-regime-down (immutable)