spec. volume-anomaly-us-sp500-fact-regime-upcite ledger
qbuntu.ai/cite/volume-anomaly-us-sp500-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.21 across 768 runs.
sharpe_ratio-0.21 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Volume Anomaly (US S&P 500)
volume-anomaly-us-sp500
Cite this
qbuntu (2026). Median Sharpe in UP regime is -0.21 across 768 runs.. Strategy: Volume Anomaly (US S&P 500). https://qbuntu.ai/cite/volume-anomaly-us-sp500-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: volume-anomaly-us-sp500-fact-regime-up (immutable)