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 -0.19 (p=0.71).
sharpe_ratio-0.19 sharpe_ratiosupports verdict:rejected
Context
period 2022-04-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Betting Against Beta (JP All Stocks)
betting-against-beta-jp-all
fact derives from run: r-betting-against-beta-jp-all-0260
Cite this
qbuntu (2026). Best grid Sharpe ratio is -0.19 (p=0.71).. 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: 2026-09-26T05:46:57
fact_id: betting-against-beta-jp-all-fact-best-sharpe (immutable)