spec. earnings-yield-momentum-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/earnings-yield-momentum-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is 0.25.
sharpe_ratio0.25 sharpe_ratiosupports verdict:marginal
Context
Full grid of 144 parameter combinations.
Source strategy
marginalequity· regime_dependent
Earnings Yield x Momentum (JP All Stocks)
earnings-yield-momentum-jp-all
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is 0.25.. Strategy: Earnings Yield x Momentum (JP All Stocks). https://qbuntu.ai/cite/earnings-yield-momentum-jp-all-fact-median-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-median-sharpe (immutable)