spec. volume-anomaly-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/volume-anomaly-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -0.86 across 689 runs.
sharpe_ratio-0.86 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Volume Anomaly (JP Growth Stocks)
volume-anomaly-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -0.86 across 689 runs.. Strategy: Volume Anomaly (JP Growth Stocks). https://qbuntu.ai/cite/volume-anomaly-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:32
fact_id: volume-anomaly-jp-growth-fact-regime-down (immutable)