spec. forecast-revision-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/forecast-revision-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.89 (p=0.2).
sharpe_ratio0.89 sharpe_ratiosupports verdict:marginal
Context
period 2024-03-01–2026-06-01; cost=5bps
Source strategy
marginalequity· no_edge
Forecast Revision (JP Growth Stocks)
forecast-revision-jp-growth
fact derives from run: r-forecast-revision-jp-growth-0028
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.89 (p=0.2).. Strategy: Forecast Revision (JP Growth Stocks). https://qbuntu.ai/cite/forecast-revision-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:57
fact_id: forecast-revision-jp-growth-fact-best-sharpe (immutable)