{"fact_id":"volatility-breakout-jp-all-fact-avg-corr-down","strategy_slug":"volatility-breakout-jp-all","claim":"Average monthly return correlation with other strategies in DOWN regime: 0.04","value":0.0421,"value_text":null,"unit":"correlation","context":"Pairwise Pearson correlation of monthly returns across 42 strategies, filtered to DOWN regime months (N=3, N225 < SMA20 < SMA60)","supports_verdict":"marginal","source_run_id":null,"search_tsv":"'0.04':11 '3':27 '42':19 'across':18 'averag':1 'correl':4,14 'filter':21 'month':2,16,25 'n':26 'n225':28 'pairwis':12 'pearson':13 'regim':10,24 'return':3,17 'sma20':29 'sma60':30 'strategi':7,20","cite_url":"https://qbuntu.ai/cite/volatility-breakout-jp-all-fact-avg-corr-down","strategy":{"slug":"volatility-breakout-jp-all","name":"Volatility Breakout (JP All Stocks)","verdict":"marginal","url":"https://qbuntu.ai/strategies/volatility-breakout-jp-all"},"provenance":{"tier":"shallow","git_sha_z":"bfafe7d","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/volatility_breakout_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-28T01:10:01","numpy_version":"2.2.6","pandas_version":"2.3.3","python_version":"3.10.11","source_project":"qbuntu-analysis","git_sha_genkidama":"711b855"},"license":"CC-BY-4.0"}