spec. earnings-reversal-short-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 2880 grid runs is -0.79.
sharpe_ratio-0.79 sharpe_ratiosupports verdict:rejected
Context
Full grid of 2880 parameter combinations.
Source strategy
rejectedequity· no_edge
Earnings Reversal (JP All Stocks)
earnings-reversal-short-jp-all
Cite this
qbuntu (2026). Median Sharpe across 2880 grid runs is -0.79.. Strategy: Earnings Reversal (JP All Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:50:51
fact_id: earnings-reversal-short-jp-all-fact-median-sharpe (immutable)