spec. ml-factor-lgbm-9f-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.38 (p=0.45).
sharpe_ratio0.38 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-20; cost=5bps
Source strategy
rejectedequity· no_edge
LightGBM Factor Model (JP All Stocks)
ml-factor-lgbm-9f-jp-all
fact derives from run: r-ml-factor-lgbm-9f-jp-all-1044
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.38 (p=0.45).. Strategy: LightGBM Factor Model (JP All Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-06T01:50:20
fact_id: ml-factor-lgbm-9f-jp-all-fact-best-sharpe (immutable)