spec. ml-factor-lgbm-9f-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1536 grid runs is 1.75.
sharpe_ratio1.75 sharpe_ratiosupports verdict:promising
Context
Full grid of 1536 parameter combinations.
Source strategy
promisingequity
LightGBM Factor Model (JP Growth Stocks)
ml-factor-lgbm-9f-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 1536 grid runs is 1.75.. Strategy: LightGBM Factor Model (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-median-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-median-sharpe (immutable)