spec. amihud-illiquidity-premium-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/amihud-illiquidity-premium-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is -0.96.
sharpe_ratio-0.96 sharpe_ratiosupports verdict:rejected
Context
Full grid of 144 parameter combinations.
Source strategy
rejectedequity· no_edge
Amihud Illiquidity Premium (JP Growth Stocks)
amihud-illiquidity-premium-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is -0.96.. Strategy: Amihud Illiquidity Premium (JP Growth Stocks). https://qbuntu.ai/cite/amihud-illiquidity-premium-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:49
fact_id: amihud-illiquidity-premium-jp-growth-fact-median-sharpe (immutable)