spec. momentum-cross-sectional-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/momentum-cross-sectional-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 960 grid runs is -0.46.
sharpe_ratio-0.46 sharpe_ratiosupports verdict:rejected
Context
Full grid of 960 parameter combinations.
Source strategy
rejectedequity· no_edge
Cross-Sectional Momentum (JP Growth Stocks)
momentum-cross-sectional-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 960 grid runs is -0.46.. Strategy: Cross-Sectional Momentum (JP Growth Stocks). https://qbuntu.ai/cite/momentum-cross-sectional-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:58
fact_id: momentum-cross-sectional-jp-growth-fact-median-sharpe (immutable)