spec. betting-against-beta-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/betting-against-beta-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.78 (p=0.13).
sharpe_ratio0.78 sharpe_ratiosupports verdict:marginal
Context
period 2023-08-01–2026-02-02; cost=5bps
Source strategy
marginalequity· regime_dependent
Betting Against Beta (JP All Stocks)
betting-against-beta-jp-all
fact derives from run: r-betting-against-beta-jp-all-0309
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.78 (p=0.13).. Strategy: Betting Against Beta (JP All Stocks). https://qbuntu.ai/cite/betting-against-beta-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:13
fact_id: betting-against-beta-jp-all-fact-best-sharpe (immutable)