spec. momentum-volume-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/momentum-volume-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.08 (p=0.03).
sharpe_ratio1.08 sharpe_ratiosupports verdict:rejected
Context
period 2022-05-02–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Momentum × Volume Interaction (JP All Stocks)
momentum-volume-jp-all
fact derives from run: r-momentum-volume-jp-all-0209
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.08 (p=0.03).. Strategy: Momentum × Volume Interaction (JP All Stocks). https://qbuntu.ai/cite/momentum-volume-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:57:59
fact_id: momentum-volume-jp-all-fact-best-sharpe (immutable)