spec. mean-reversion-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/mean-reversion-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.26 (p=0.0086).
sharpe_ratio1.26 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Mean Reversion (JP All Stocks)
mean-reversion-jp-all
fact derives from run: r-mean-reversion-jp-all-0880
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.26 (p=0.0086).. Strategy: Mean Reversion (JP All Stocks). https://qbuntu.ai/cite/mean-reversion-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:56
fact_id: mean-reversion-jp-all-fact-best-sharpe (immutable)