spec. mean-reversion-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/mean-reversion-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.60 (p=0.00089).
sharpe_ratio1.6 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Mean Reversion (JP Growth Stocks)
mean-reversion-jp-growth
fact derives from run: r-mean-reversion-jp-growth-0836
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.60 (p=0.00089).. Strategy: Mean Reversion (JP Growth Stocks). https://qbuntu.ai/cite/mean-reversion-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:26
fact_id: mean-reversion-jp-growth-fact-best-sharpe (immutable)