spec. garman-klass-vol-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/garman-klass-vol-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 160 grid runs is 0.10.
sharpe_ratio0.1 sharpe_ratiosupports verdict:marginal
Context
Full grid of 160 parameter combinations.
Source strategy
marginalequity· no_edge
Garman-Klass Volatility Factor (JP All Stocks)
garman-klass-vol-jp-all
Cite this
qbuntu (2026). Median Sharpe across 160 grid runs is 0.10.. Strategy: Garman-Klass Volatility Factor (JP All Stocks). https://qbuntu.ai/cite/garman-klass-vol-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:51
fact_id: garman-klass-vol-jp-all-fact-median-sharpe (immutable)