spec. amihud-illiquidity-premium-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/amihud-illiquidity-premium-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is -1.12.
sharpe_ratio-1.12 sharpe_ratiosupports verdict:rejected
Context
Full grid of 144 parameter combinations.
Source strategy
rejectedequity· no_edge
Amihud Illiquidity Premium (JP All Stocks)
amihud-illiquidity-premium-jp-all
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is -1.12.. Strategy: Amihud Illiquidity Premium (JP All Stocks). https://qbuntu.ai/cite/amihud-illiquidity-premium-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:58
fact_id: amihud-illiquidity-premium-jp-all-fact-median-sharpe (immutable)