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 0.79 (p=0.34).
sharpe_ratio0.79 sharpe_ratiosupports verdict:rejected
Context
period 2024-08-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· no_edge
Earnings Yield (JP All Stocks)
earnings-yield-jp-all
fact derives from run: r-earnings-yield-jp-all-0002
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.79 (p=0.34).. 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: 2026-08-05T03:19:04
fact_id: earnings-yield-jp-all-fact-best-sharpe (immutable)