spec. momentum-volume-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/momentum-volume-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.21.
sharpe_ratio-0.21 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· no_edge
Momentum × Volume Interaction (JP Growth Stocks)
momentum-volume-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.21.. Strategy: Momentum × Volume Interaction (JP Growth Stocks). https://qbuntu.ai/cite/momentum-volume-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:28
fact_id: momentum-volume-jp-growth-fact-median-sharpe (immutable)