spec. overnight-intraday-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/overnight-intraday-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.90 (p=0.062).
sharpe_ratio0.9 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Overnight vs Intraday Return (JP Growth Stocks)
overnight-intraday-jp-growth
fact derives from run: r-overnight-intraday-jp-growth-0628
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.90 (p=0.062).. Strategy: Overnight vs Intraday Return (JP Growth Stocks). https://qbuntu.ai/cite/overnight-intraday-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:08
fact_id: overnight-intraday-jp-growth-fact-best-sharpe (immutable)