spec. downside-beta-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/downside-beta-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.18 (p=0.05).
sharpe_ratio1.18 sharpe_ratiosupports verdict:rejected
Context
period 2023-07-03–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Downside Beta (JP Growth Stocks)
downside-beta-jp-growth
fact derives from run: r-downside-beta-jp-growth-0193
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.18 (p=0.05).. Strategy: Downside Beta (JP Growth Stocks). https://qbuntu.ai/cite/downside-beta-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:30
fact_id: downside-beta-jp-growth-fact-best-sharpe (immutable)