spec. vol-of-vol-stability-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.35 across 432 runs.
sharpe_ratio0.35 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Vol-of-Vol Stability (JP All Stocks)
vol-of-vol-stability-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.35 across 432 runs.. Strategy: Vol-of-Vol Stability (JP All Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:58
fact_id: vol-of-vol-stability-jp-all-fact-regime-down (immutable)