spec. info-discreteness-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/info-discreteness-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.94 (p=0.066).
sharpe_ratio0.94 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· no_edge
Information Discreteness (JP All Stocks)
info-discreteness-jp-all
fact derives from run: r-info-discreteness-jp-all-0113
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.94 (p=0.066).. Strategy: Information Discreteness (JP All Stocks). https://qbuntu.ai/cite/info-discreteness-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:30:59
fact_id: info-discreteness-jp-all-fact-best-sharpe (immutable)