cite/turnover-jp-all-fact-regime-down

spec. turnover-jp-all-fact-regime-downcite ledger

qbuntu.ai/cite/turnover-jp-all-fact-regime-downCC-BY-4.0

Median Sharpe in DOWN regime is -0.53 across 160 runs.

sharpe_ratio-0.53 sharpe_ratiosupports verdict:marginal

Context

Regime=DOWN, N225 SMA20/SMA60 classification.

Source strategy

marginalequity· no_edge

Turnover Factor (JP All Stocks)

turnover-jp-all

Cite this

qbuntu (2026). Median Sharpe in DOWN regime is -0.53 across 160 runs.. Strategy: Turnover Factor (JP All Stocks). https://qbuntu.ai/cite/turnover-jp-all-fact-regime-down

JSON ↗source JSON ↗source Markdown ↗license: CC-BY-4.0

data source: kabu STATION REST API + J-Quants daily bars

computed asof: 2026-07-29T01:08:34

fact_id: turnover-jp-all-fact-regime-down (immutable)