spec. volume-anomaly-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/volume-anomaly-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is nan across 564 runs.
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Volume Anomaly (JP All Stocks)
volume-anomaly-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is nan across 564 runs.. Strategy: Volume Anomaly (JP All Stocks). https://qbuntu.ai/cite/volume-anomaly-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:38
fact_id: volume-anomaly-jp-all-fact-regime-down (immutable)