spec. earnings-reversal-short-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 2880 grid runs is -0.18.
sharpe_ratio-0.18 sharpe_ratiosupports verdict:rejected
Context
Full grid of 2880 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Earnings Reversal (JP Growth Stocks)
earnings-reversal-short-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 2880 grid runs is -0.18.. Strategy: Earnings Reversal (JP Growth Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-median-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-median-sharpe (immutable)