spec. low-volatility-anomaly-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/low-volatility-anomaly-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.91 (p=0.071).
sharpe_ratio0.91 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· regime_dependent
Low Volatility Anomaly (JP All Stocks)
low-volatility-anomaly-jp-all
fact derives from run: r-low-volatility-anomaly-jp-all-0097
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.91 (p=0.071).. Strategy: Low Volatility Anomaly (JP All Stocks). https://qbuntu.ai/cite/low-volatility-anomaly-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:21:32
fact_id: low-volatility-anomaly-jp-all-fact-best-sharpe (immutable)