spec. gap-reversal-short-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/gap-reversal-short-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1728 grid runs is -0.23.
sharpe_ratio-0.23 sharpe_ratiosupports verdict:rejected
Context
Full grid of 1728 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Gap Reversal (JP Growth Stocks)
gap-reversal-short-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 1728 grid runs is -0.23.. Strategy: Gap Reversal (JP Growth Stocks). https://qbuntu.ai/cite/gap-reversal-short-jp-growth-fact-median-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-median-sharpe (immutable)