spec. pead-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/pead-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.24 (p=0.065).
sharpe_ratio2.24 sharpe_ratiosupports verdict:marginal
Context
period 2023-12-13–2026-05-25; cost=5bps; side=BOTH
Source strategy
marginalequity· no_edge
Post-Earnings Announcement Drift (JP All Stocks)
pead-jp-all
fact derives from run: r-pead-jp-all-0384
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.24 (p=0.065).. Strategy: Post-Earnings Announcement Drift (JP All Stocks). https://qbuntu.ai/cite/pead-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: pead-jp-all-fact-best-sharpe (immutable)