spec. overnight-intraday-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/overnight-intraday-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.91 (p=0.067).
sharpe_ratio0.91 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· no_edge
Overnight vs Intraday Return (JP All Stocks)
overnight-intraday-jp-all
fact derives from run: r-overnight-intraday-jp-all-0320
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.91 (p=0.067).. Strategy: Overnight vs Intraday Return (JP All Stocks). https://qbuntu.ai/cite/overnight-intraday-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:12
fact_id: overnight-intraday-jp-all-fact-best-sharpe (immutable)