spec. gap-reversal-short-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/gap-reversal-short-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.69 (p=0.15).
sharpe_ratio0.69 sharpe_ratiosupports verdict:rejected
Context
period 2022-01-07–2026-05-19; cost=3bps; side=LONG
Source strategy
rejectedequity· no_edge
Gap Reversal (JP All Stocks)
gap-reversal-short-jp-all
fact derives from run: r-gap-reversal-short-jp-all-0300
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.69 (p=0.15).. Strategy: Gap Reversal (JP All Stocks). https://qbuntu.ai/cite/gap-reversal-short-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:26
fact_id: gap-reversal-short-jp-all-fact-best-sharpe (immutable)