spec. momentum-cross-sectional-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/momentum-cross-sectional-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 960 grid runs is -0.11.
sharpe_ratio-0.11 sharpe_ratiosupports verdict:rejected
Context
Full grid of 960 parameter combinations.
Source strategy
rejectedequity· no_edge
Cross-Sectional Momentum (JP All Stocks)
momentum-cross-sectional-jp-all
Cite this
qbuntu (2026). Median Sharpe across 960 grid runs is -0.11.. Strategy: Cross-Sectional Momentum (JP All Stocks). https://qbuntu.ai/cite/momentum-cross-sectional-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:51:29
fact_id: momentum-cross-sectional-jp-all-fact-median-sharpe (immutable)