spec. multi-factor-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/multi-factor-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 240 grid runs is 0.23.
sharpe_ratio0.23 sharpe_ratiosupports verdict:marginal
Context
Full grid of 240 parameter combinations.
Source strategy
marginalequity· regime_dependent
Multi-Factor Composite (JP Growth Stocks)
multi-factor-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 240 grid runs is 0.23.. Strategy: Multi-Factor Composite (JP Growth Stocks). https://qbuntu.ai/cite/multi-factor-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: multi-factor-jp-growth-fact-median-sharpe (immutable)