spec. low-volatility-anomaly-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/low-volatility-anomaly-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 160 grid runs is -0.17.
sharpe_ratio-0.17 sharpe_ratiosupports verdict:rejected
Context
Full grid of 160 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Low Volatility Anomaly (JP All Stocks)
low-volatility-anomaly-jp-all
Cite this
qbuntu (2026). Median Sharpe across 160 grid runs is -0.17.. Strategy: Low Volatility Anomaly (JP All Stocks). https://qbuntu.ai/cite/low-volatility-anomaly-jp-all-fact-median-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-median-sharpe (immutable)