spec. earnings-yield-momentum-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/earnings-yield-momentum-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is -0.07.
sharpe_ratio-0.07 sharpe_ratiosupports verdict:rejected
Context
Full grid of 144 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Earnings Yield x Momentum (JP Growth Stocks)
earnings-yield-momentum-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is -0.07.. Strategy: Earnings Yield x Momentum (JP Growth Stocks). https://qbuntu.ai/cite/earnings-yield-momentum-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:31
fact_id: earnings-yield-momentum-jp-growth-fact-median-sharpe (immutable)