spec. turnover-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/turnover-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.18 across 320 runs.
sharpe_ratio0.18 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Turnover Factor (JP Growth Stocks)
turnover-jp-growth
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.18 across 320 runs.. Strategy: Turnover Factor (JP Growth Stocks). https://qbuntu.ai/cite/turnover-jp-growth-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: turnover-jp-growth-fact-regime-up (immutable)