spec. trend-following-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/trend-following-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -0.73 across 768 runs.
sharpe_ratio-0.73 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Trend Following / Donchian Breakout (JP Growth Stocks)
trend-following-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -0.73 across 768 runs.. Strategy: Trend Following / Donchian Breakout (JP Growth Stocks). https://qbuntu.ai/cite/trend-following-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: trend-following-jp-growth-fact-regime-down (immutable)