spec. calendar-effects-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/calendar-effects-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 4.64 (p=0.077).
sharpe_ratio4.64 sharpe_ratiosupports verdict:rejected
Context
period 2022-01-18–2026-06-09; cost=5bps
Source strategy
rejectedequity· no_edge
Calendar Effects (JP Growth Stocks)
calendar-effects-jp-growth
fact derives from run: r-calendar-effects-jp-growth-0088
Cite this
qbuntu (2026). Best grid Sharpe ratio is 4.64 (p=0.077).. Strategy: Calendar Effects (JP Growth Stocks). https://qbuntu.ai/cite/calendar-effects-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:00
fact_id: calendar-effects-jp-growth-fact-best-sharpe (immutable)