spec. pair-trading-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/pair-trading-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.65 (p=4.7e-16).
sharpe_ratio3.65 sharpe_ratiosupports verdict:promising
Context
period 2022-02-25–2026-09-02; cost=5bps
Source strategy
promisingequity
Pairs Trading / Statistical Arbitrage (JP Growth Stocks)
pair-trading-jp-growth
fact derives from run: r-pair-trading-jp-growth-0266
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.65 (p=4.7e-16).. Strategy: Pairs Trading / Statistical Arbitrage (JP Growth Stocks). https://qbuntu.ai/cite/pair-trading-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:18
fact_id: pair-trading-jp-growth-fact-best-sharpe (immutable)