spec. dispersion-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/dispersion-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is -0.19.
sharpe_ratio-0.19 sharpe_ratiosupports verdict:rejected
Context
Full grid of 384 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Cross-Sectional Dispersion Trading (JP All Stocks)
dispersion-jp-all
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is -0.19.. Strategy: Cross-Sectional Dispersion Trading (JP All Stocks). https://qbuntu.ai/cite/dispersion-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:59:53
fact_id: dispersion-jp-all-fact-median-sharpe (immutable)