spec. max-return-lottery-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/max-return-lottery-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.53 (p=0.002).
sharpe_ratio1.53 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
marginalequity· regime_dependent
Max Return / Lottery Effect (JP Growth Stocks)
max-return-lottery-jp-growth
fact derives from run: r-max-return-lottery-jp-growth-0165
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.53 (p=0.002).. Strategy: Max Return / Lottery Effect (JP Growth Stocks). https://qbuntu.ai/cite/max-return-lottery-jp-growth-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-growth-fact-best-sharpe (immutable)