spec. multi-factor-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/multi-factor-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.17 (p=0.71).
sharpe_ratio0.17 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Multi-Factor Composite (JP All Stocks)
multi-factor-jp-all
fact derives from run: r-multi-factor-jp-all-0129
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.17 (p=0.71).. Strategy: Multi-Factor Composite (JP All Stocks). https://qbuntu.ai/cite/multi-factor-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:17
fact_id: multi-factor-jp-all-fact-best-sharpe (immutable)