spec. pair-trading-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/pair-trading-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 288 grid runs is 1.84.
sharpe_ratio1.84 sharpe_ratiosupports verdict:promising
Context
Full grid of 288 parameter combinations.
Source strategy
promisingequity
Pairs Trading / Statistical Arbitrage (JP Growth Stocks)
pair-trading-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 288 grid runs is 1.84.. Strategy: Pairs Trading / Statistical Arbitrage (JP Growth Stocks). https://qbuntu.ai/cite/pair-trading-jp-growth-fact-median-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-median-sharpe (immutable)