spec. dispersion-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/dispersion-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.55 (p=0.26).
sharpe_ratio0.55 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Cross-Sectional Dispersion Trading (JP Growth Stocks)
dispersion-jp-growth
fact derives from run: r-dispersion-jp-growth-0262
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.55 (p=0.26).. Strategy: Cross-Sectional Dispersion Trading (JP Growth Stocks). https://qbuntu.ai/cite/dispersion-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:21
fact_id: dispersion-jp-growth-fact-best-sharpe (immutable)