spec. mean-reversion-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/mean-reversion-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1024 grid runs is 0.03.
sharpe_ratio0.03 sharpe_ratiosupports verdict:rejected
Context
Full grid of 1024 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Mean Reversion (JP Growth Stocks)
mean-reversion-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 1024 grid runs is 0.03.. Strategy: Mean Reversion (JP Growth Stocks). https://qbuntu.ai/cite/mean-reversion-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: mean-reversion-jp-growth-fact-median-sharpe (immutable)