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 0.18 (p=0.7).
sharpe_ratio0.18 sharpe_ratiosupports verdict:rejected
Context
period 2022-04-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Downside Beta (JP All Stocks)
downside-beta-jp-all
fact derives from run: r-downside-beta-jp-all-0048
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.18 (p=0.7).. 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: 2026-09-26T05:46:57
fact_id: downside-beta-jp-all-fact-best-sharpe (immutable)