spec. turnover-us-sp500-fact-regime-flatcite ledger
qbuntu.ai/cite/turnover-us-sp500-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -1.10 across 320 runs.
sharpe_ratio-1.1 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Turnover Factor (US S&P 500)
turnover-us-sp500
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -1.10 across 320 runs.. Strategy: Turnover Factor (US S&P 500). https://qbuntu.ai/cite/turnover-us-sp500-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:52
fact_id: turnover-us-sp500-fact-regime-flat (immutable)