spec. earnings-yield-momentum-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/earnings-yield-momentum-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.71 (p=0.014).
sharpe_ratio1.71 sharpe_ratiosupports verdict:marginal
Context
period 2024-01-04–2026-09-01; cost=5bps
Source strategy
marginalequity· regime_dependent
Earnings Yield x Momentum (JP All Stocks)
earnings-yield-momentum-jp-all
fact derives from run: r-earnings-yield-momentum-jp-all-0100
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.71 (p=0.014).. Strategy: Earnings Yield x Momentum (JP All Stocks). https://qbuntu.ai/cite/earnings-yield-momentum-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-momentum-jp-all-fact-best-sharpe (immutable)