spec. turnover-jp-growth-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/turnover-jp-growth-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.01
correlation0.0077 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
rejectedequity· regime_dependent
Turnover Factor (JP Growth Stocks)
turnover-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): 0.01. Strategy: Turnover Factor (JP Growth Stocks). https://qbuntu.ai/cite/turnover-jp-growth-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:43
fact_id: turnover-jp-growth-fact-avg-corr-full (immutable)