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 5.00 (p=8.6e-26).
sharpe_ratio5 sharpe_ratiosupports verdict:promising
Context
period 2022-02-01–2026-09-24; cost=5bps
Source strategy
promisingequity
LightGBM Factor Model (JP All Stocks)
ml-factor-lgbm-9f-jp-all
fact derives from run: r-ml-factor-lgbm-9f-jp-all-0642
Cite this
qbuntu (2026). Best grid Sharpe ratio is 5.00 (p=8.6e-26).. 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: 2026-10-01T02:33:38
fact_id: ml-factor-lgbm-9f-jp-all-fact-best-sharpe (immutable)