spec. gap-reversal-short-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/gap-reversal-short-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.69 (p=1.6e-08).
sharpe_ratio2.69 sharpe_ratiosupports verdict:rejected
Context
period 2022-01-04–2026-06-09; cost=3bps; side=SHORT
Source strategy
rejectedequity· regime_dependent
Gap Reversal (JP Growth Stocks)
gap-reversal-short-jp-growth
fact derives from run: r-gap-reversal-short-jp-growth-0108
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.69 (p=1.6e-08).. Strategy: Gap Reversal (JP Growth Stocks). https://qbuntu.ai/cite/gap-reversal-short-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:21
fact_id: gap-reversal-short-jp-growth-fact-best-sharpe (immutable)