spec. downside-beta-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/downside-beta-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.44 (p=0.024).
sharpe_ratio1.44 sharpe_ratiosupports verdict:marginal
Context
period 2023-07-03–2026-02-02; cost=5bps
Source strategy
marginalequity· no_edge
Downside Beta (JP All Stocks)
downside-beta-jp-all
fact derives from run: r-downside-beta-jp-all-0161
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.44 (p=0.024).. Strategy: Downside Beta (JP All Stocks). https://qbuntu.ai/cite/downside-beta-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: downside-beta-jp-all-fact-best-sharpe (immutable)