spec. idiosyncratic-vol-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/idiosyncratic-vol-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 160 grid runs is -0.04.
sharpe_ratio-0.04 sharpe_ratiosupports verdict:rejected
Context
Full grid of 160 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Idiosyncratic Volatility (JP All Stocks)
idiosyncratic-vol-jp-all
Cite this
qbuntu (2026). Median Sharpe across 160 grid runs is -0.04.. Strategy: Idiosyncratic Volatility (JP All Stocks). https://qbuntu.ai/cite/idiosyncratic-vol-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:21:28
fact_id: idiosyncratic-vol-jp-all-fact-median-sharpe (immutable)