spec. ml-factor-lgbm-12f-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-12f-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.91 (p=0.004).
sharpe_ratio2.91 sharpe_ratiosupports verdict:marginal
Context
period 2024-07-01–2025-06-30; cost=5.0bps
Source strategy
marginalequity· no_edge
LightGBM Factor Model 12f-quality (JP Growth Stocks)
ml-factor-lgbm-12f-jp-growth
fact derives from run: r-ml-factor-lgbm-12f-jp-growth-0073
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.91 (p=0.004).. Strategy: LightGBM Factor Model 12f-quality (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-12f-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:15
fact_id: ml-factor-lgbm-12f-jp-growth-fact-best-sharpe (immutable)