spec. ml-factor-lgbm-9f-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1536 grid runs is 2.27.
sharpe_ratio2.27 sharpe_ratiosupports verdict:promising
Context
Full grid of 1536 parameter combinations.
Source strategy
promisingequity
LightGBM Factor Model (JP All Stocks)
ml-factor-lgbm-9f-jp-all
Cite this
qbuntu (2026). Median Sharpe across 1536 grid runs is 2.27.. Strategy: LightGBM Factor Model (JP All Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-median-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-median-sharpe (immutable)