spec. high52w-momentum-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/high52w-momentum-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.98 (p=0.067).
sharpe_ratio0.98 sharpe_ratiosupports verdict:rejected
Context
period 2022-05-02–2026-09-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
52-Week High Momentum (JP All Stocks)
high52w-momentum-jp-all
fact derives from run: r-high52w-momentum-jp-all-0293
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.98 (p=0.067).. Strategy: 52-Week High Momentum (JP All Stocks). https://qbuntu.ai/cite/high52w-momentum-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:58:37
fact_id: high52w-momentum-jp-all-fact-best-sharpe (immutable)