spec. betting-against-beta-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/betting-against-beta-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.24 (p=0.74).
sharpe_ratio0.24 sharpe_ratiosupports verdict:rejected
Context
period 2023-08-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Betting Against Beta (JP Growth Stocks)
betting-against-beta-jp-growth
fact derives from run: r-betting-against-beta-jp-growth-0257
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.24 (p=0.74).. Strategy: Betting Against Beta (JP Growth Stocks). https://qbuntu.ai/cite/betting-against-beta-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: betting-against-beta-jp-growth-fact-best-sharpe (immutable)