spec. ts-momentum-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/ts-momentum-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.20 across 120 runs.
sharpe_ratio-0.2 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Time-Series Momentum (JP Growth Stocks)
ts-momentum-jp-growth
Cite this
qbuntu (2026). Median Sharpe in UP regime is -0.20 across 120 runs.. Strategy: Time-Series Momentum (JP Growth Stocks). https://qbuntu.ai/cite/ts-momentum-jp-growth-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: ts-momentum-jp-growth-fact-regime-up (immutable)