spec. ml-factor-lgbm-9f-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.62 (p=9.7e-14).
sharpe_ratio3.62 sharpe_ratiosupports verdict:promising
Context
period 2022-02-01–2026-06-10; cost=5bps
Source strategy
promisingequity
LightGBM Factor Model (JP Growth Stocks)
ml-factor-lgbm-9f-jp-growth
fact derives from run: r-ml-factor-lgbm-9f-jp-growth-0098
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.62 (p=9.7e-14).. Strategy: LightGBM Factor Model (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-14T04:11:19
fact_id: ml-factor-lgbm-9f-jp-growth-fact-best-sharpe (immutable)