spec. volatility-ratio-reversal-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/volatility-ratio-reversal-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.06 across 432 runs.
sharpe_ratio-0.06 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· regime_dependent
Volatility Ratio Reversal (JP Growth Stocks)
volatility-ratio-reversal-jp-growth
Cite this
qbuntu (2026). Median Sharpe in UP regime is -0.06 across 432 runs.. Strategy: Volatility Ratio Reversal (JP Growth Stocks). https://qbuntu.ai/cite/volatility-ratio-reversal-jp-growth-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:50
fact_id: volatility-ratio-reversal-jp-growth-fact-regime-up (immutable)