spec. volatility-breakout-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/volatility-breakout-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.77 across 480 runs.
sharpe_ratio0.77 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· regime_dependent
Volatility Breakout (JP All Stocks)
volatility-breakout-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.77 across 480 runs.. Strategy: Volatility Breakout (JP All Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:01
fact_id: volatility-breakout-jp-all-fact-regime-down (immutable)