spec. ml-factor-lgbm-12f-meta-label-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-12f-meta-label-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.03 (p=0.0028).
sharpe_ratio3.03 sharpe_ratiosupports verdict:marginal
Context
period 2024-07-01–2025-06-30; cost=5.0bps
Source strategy
marginalequity· no_edge
ML Factor 12f-Quality with Meta-Label Filter (JP Growth Stocks)
ml-factor-lgbm-12f-meta-label-jp-growth
fact derives from run: r-ml-factor-lgbm-12f-meta-label-jp-growth-0007
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.03 (p=0.0028).. Strategy: ML Factor 12f-Quality with Meta-Label Filter (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-12f-meta-label-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: ml-factor-lgbm-12f-meta-label-jp-growth-fact-best-sharpe (immutable)