spec. earnings-yield-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/earnings-yield-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.62 (p=0.015).
sharpe_ratio1.62 sharpe_ratiosupports verdict:marginal
Context
period 2024-01-04–2026-09-01; cost=5bps
Source strategy
marginalequity· no_edge
Earnings Yield (JP All Stocks)
earnings-yield-jp-all
fact derives from run: r-earnings-yield-jp-all-0038
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.62 (p=0.015).. Strategy: Earnings Yield (JP All Stocks). https://qbuntu.ai/cite/earnings-yield-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:58
fact_id: earnings-yield-jp-all-fact-best-sharpe (immutable)