spec. fx-carry-jpy-crosses-fact-median-sharpecite ledger
qbuntu.ai/cite/fx-carry-jpy-crosses-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1200 grid runs is 0.63.
sharpe_ratio0.63 sharpe_ratiosupports verdict:marginal
Context
Full grid of 1200 parameter combinations.
Source strategy
marginalfx· no_edge
FX Carry Trade (JPY Crosses)
fx-carry-jpy-crosses
Cite this
qbuntu (2026). Median Sharpe across 1200 grid runs is 0.63.. Strategy: FX Carry Trade (JPY Crosses). https://qbuntu.ai/cite/fx-carry-jpy-crosses-fact-median-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-median-sharpe (immutable)