spec. vol-of-vol-stability-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 3.02 across 432 runs.
sharpe_ratio3.02 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· regime_dependent
Vol-of-Vol Stability (JP Growth Stocks)
vol-of-vol-stability-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 3.02 across 432 runs.. Strategy: Vol-of-Vol Stability (JP Growth Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:21
fact_id: vol-of-vol-stability-jp-growth-fact-regime-down (immutable)