spec. volatility-breakout-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/volatility-breakout-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -1.05 across 720 runs.
sharpe_ratio-1.05 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Volatility Breakout (JP Growth Stocks)
volatility-breakout-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -1.05 across 720 runs.. Strategy: Volatility Breakout (JP Growth Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:47
fact_id: volatility-breakout-jp-growth-fact-regime-down (immutable)