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 72 grid runs is 0.42.
sharpe_ratio0.42 sharpe_ratiosupports verdict:marginal
Context
Full grid of 72 parameter combinations.
Source strategy
marginalequity· no_edge
LightGBM Factor Model (JP Growth Stocks)
ml-factor-lgbm-9f-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 72 grid runs is 0.42.. 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: 2026-09-24T02:22:15
fact_id: ml-factor-lgbm-9f-jp-growth-fact-median-sharpe (immutable)