spec. dispersion-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/dispersion-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is -0.16.
sharpe_ratio-0.16 sharpe_ratiosupports verdict:rejected
Context
Full grid of 384 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Cross-Sectional Dispersion Trading (JP Growth Stocks)
dispersion-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is -0.16.. Strategy: Cross-Sectional Dispersion Trading (JP Growth Stocks). https://qbuntu.ai/cite/dispersion-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:21
fact_id: dispersion-jp-growth-fact-median-sharpe (immutable)