spec. garman-klass-vol-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/garman-klass-vol-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is 0.24.
sharpe_ratio0.24 sharpe_ratiosupports verdict:marginal
Context
Full grid of 320 parameter combinations.
Source strategy
marginalequity· no_edge
Garman-Klass Volatility Factor (JP Growth Stocks)
garman-klass-vol-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.24.. Strategy: Garman-Klass Volatility Factor (JP Growth Stocks). https://qbuntu.ai/cite/garman-klass-vol-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:18
fact_id: garman-klass-vol-jp-growth-fact-median-sharpe (immutable)