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 320 grid runs is 0.38.
sharpe_ratio0.38 sharpe_ratiosupports verdict:marginal
Context
Full grid of 320 parameter combinations.
Source strategy
marginalequity· no_edge
Low Volatility Anomaly (JP All Stocks)
low-volatility-anomaly-jp-all
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.38.. 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: 2026-09-26T05:46:57
fact_id: low-volatility-anomaly-jp-all-fact-median-sharpe (immutable)