spec. low-volatility-anomaly-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/low-volatility-anomaly-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.22 (p=1.8e-05).
sharpe_ratio2.22 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
marginalequity· no_edge
Low Volatility Anomaly (JP Growth Stocks)
low-volatility-anomaly-jp-growth
fact derives from run: r-low-volatility-anomaly-jp-growth-0000
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.22 (p=1.8e-05).. Strategy: Low Volatility Anomaly (JP Growth Stocks). https://qbuntu.ai/cite/low-volatility-anomaly-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:51
fact_id: low-volatility-anomaly-jp-growth-fact-best-sharpe (immutable)