spec. pead-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/pead-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 2304 grid runs is 0.96.
sharpe_ratio0.96 sharpe_ratiosupports verdict:marginal
Context
Full grid of 2304 parameter combinations.
Source strategy
marginalequity· no_edge
Post-Earnings Announcement Drift (JP All Stocks)
pead-jp-all
Cite this
qbuntu (2026). Median Sharpe across 2304 grid runs is 0.96.. Strategy: Post-Earnings Announcement Drift (JP All Stocks). https://qbuntu.ai/cite/pead-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: pead-jp-all-fact-median-sharpe (immutable)