spec. trend-following-us-sp500-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/trend-following-us-sp500-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): -0.03
correlation-0.0289 correlationsupports verdict:marginal
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
marginalequity· regime_dependent
Trend Following / Donchian Breakout (US S&P 500)
trend-following-us-sp500
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): -0.03. Strategy: Trend Following / Donchian Breakout (US S&P 500). https://qbuntu.ai/cite/trend-following-us-sp500-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: trend-following-us-sp500-fact-avg-corr-full (immutable)