spec. earnings-reversal-short-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is -0.76 (p=0.66).
sharpe_ratio-0.76 sharpe_ratiosupports verdict:rejected
Context
period 2023-12-18–2026-05-19; cost=5bps; side=LONG_ONLY
Source strategy
rejectedequity· no_edge
Earnings Reversal (JP All Stocks)
earnings-reversal-short-jp-all
fact derives from run: r-earnings-reversal-short-jp-all-1741
Cite this
qbuntu (2026). Best grid Sharpe ratio is -0.76 (p=0.66).. Strategy: Earnings Reversal (JP All Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:48
fact_id: earnings-reversal-short-jp-all-fact-best-sharpe (immutable)