spec. earnings-reversal-short-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.54 (p=0.088).
sharpe_ratio1.54 sharpe_ratiosupports verdict:rejected
Context
period 2023-12-12–2026-05-29; cost=5bps; side=SHORT_ONLY
Source strategy
rejectedequity· regime_dependent
Earnings Reversal (JP Growth Stocks)
earnings-reversal-short-jp-growth
fact derives from run: r-earnings-reversal-short-jp-growth-0324
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.54 (p=0.088).. Strategy: Earnings Reversal (JP Growth Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:43
fact_id: earnings-reversal-short-jp-growth-fact-best-sharpe (immutable)