spec. multi-factor-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/multi-factor-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.95 (p=8e-05).
sharpe_ratio1.95 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
marginalequity· regime_dependent
Multi-Factor Composite (JP Growth Stocks)
multi-factor-jp-growth
fact derives from run: r-multi-factor-jp-growth-0080
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.95 (p=8e-05).. Strategy: Multi-Factor Composite (JP Growth Stocks). https://qbuntu.ai/cite/multi-factor-jp-growth-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-growth-fact-best-sharpe (immutable)