spec. ml-factor-lgbm-12f-meta-label-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-12f-meta-label-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 54 grid runs is 1.08.
sharpe_ratio1.08 sharpe_ratiosupports verdict:marginal
Context
Full grid of 54 parameter combinations.
Source strategy
marginalequity· no_edge
ML Factor 12f-Quality with Meta-Label Filter (JP Growth Stocks)
ml-factor-lgbm-12f-meta-label-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 54 grid runs is 1.08.. 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-median-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-median-sharpe (immutable)