spec. fx-carry-jpy-crosses-fact-best-sharpecite ledger
qbuntu.ai/cite/fx-carry-jpy-crosses-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.36 (p=0.00095).
sharpe_ratio1.36 sharpe_ratiosupports verdict:marginal
Context
period 2020-08-18–2026-05-22; cost=1bps
Source strategy
marginalfx· no_edge
FX Carry Trade (JPY Crosses)
fx-carry-jpy-crosses
fact derives from run: r-fx-carry-jpy-crosses-0528
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.36 (p=0.00095).. Strategy: FX Carry Trade (JPY Crosses). https://qbuntu.ai/cite/fx-carry-jpy-crosses-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:38
fact_id: fx-carry-jpy-crosses-fact-best-sharpe (immutable)