spec. volatility-ratio-reversal-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.23 across 432 runs.
sharpe_ratio0.23 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Volatility Ratio Reversal (JP All Stocks)
volatility-ratio-reversal-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.23 across 432 runs.. Strategy: Volatility Ratio Reversal (JP All Stocks). https://qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T06:02:32
fact_id: volatility-ratio-reversal-jp-all-fact-regime-up (immutable)