spec. max-return-lottery-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/max-return-lottery-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.28 (p=0.56).
sharpe_ratio0.28 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· no_edge
Max Return / Lottery Effect (JP All Stocks)
max-return-lottery-jp-all
fact derives from run: r-max-return-lottery-jp-all-0017
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.28 (p=0.56).. Strategy: Max Return / Lottery Effect (JP All Stocks). https://qbuntu.ai/cite/max-return-lottery-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:00
fact_id: max-return-lottery-jp-all-fact-best-sharpe (immutable)