spec. calendar-effects-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/calendar-effects-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 192 grid runs is -0.43.
sharpe_ratio-0.43 sharpe_ratiosupports verdict:rejected
Context
Full grid of 192 parameter combinations.
Source strategy
rejectedequity· no_edge
Calendar Effects (JP All Stocks)
calendar-effects-jp-all
Cite this
qbuntu (2026). Median Sharpe across 192 grid runs is -0.43.. Strategy: Calendar Effects (JP All Stocks). https://qbuntu.ai/cite/calendar-effects-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:55:56
fact_id: calendar-effects-jp-all-fact-median-sharpe (immutable)