spec. high52w-momentum-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/high52w-momentum-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.23.
sharpe_ratio-0.23 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· regime_dependent
52-Week High Momentum (JP All Stocks)
high52w-momentum-jp-all
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.23.. Strategy: 52-Week High Momentum (JP All Stocks). https://qbuntu.ai/cite/high52w-momentum-jp-all-fact-median-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-median-sharpe (immutable)