spec. calendar-effects-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/calendar-effects-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 192 grid runs is -0.53.
sharpe_ratio-0.53 sharpe_ratiosupports verdict:rejected
Context
Full grid of 192 parameter combinations.
Source strategy
rejectedequity· no_edge
Calendar Effects (JP Growth Stocks)
calendar-effects-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 192 grid runs is -0.53.. Strategy: Calendar Effects (JP Growth Stocks). https://qbuntu.ai/cite/calendar-effects-jp-growth-fact-median-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-median-sharpe (immutable)