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 0.80 (p=0.087).
sharpe_ratio0.8 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; 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-0512
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.80 (p=0.087).. 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: 2026-09-26T05:57:21
fact_id: overnight-intraday-jp-all-fact-best-sharpe (immutable)