spec. liquidity-premium-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/liquidity-premium-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.99 (p=0.0011).
sharpe_ratio0.99 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Liquidity Premium / Amihud Illiquidity (JP Growth Stocks)
liquidity-premium-jp-growth
fact derives from run: r-liquidity-premium-jp-growth-0148
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.99 (p=0.0011).. Strategy: Liquidity Premium / Amihud Illiquidity (JP Growth Stocks). https://qbuntu.ai/cite/liquidity-premium-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:11
fact_id: liquidity-premium-jp-growth-fact-best-sharpe (immutable)