spec. earnings-yield-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/earnings-yield-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.37 (p=0.051).
sharpe_ratio1.37 sharpe_ratiosupports verdict:rejected
Context
period 2024-01-04–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Earnings Yield (JP Growth Stocks)
earnings-yield-jp-growth
fact derives from run: r-earnings-yield-jp-growth-0038
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.37 (p=0.051).. Strategy: Earnings Yield (JP Growth Stocks). https://qbuntu.ai/cite/earnings-yield-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:47
fact_id: earnings-yield-jp-growth-fact-best-sharpe (immutable)