spec. pead-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/pead-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 2400 grid runs is 0.11.
sharpe_ratio0.11 sharpe_ratiosupports verdict:marginal
Context
Full grid of 2400 parameter combinations.
Source strategy
marginalequity· regime_dependent
Post-Earnings Announcement Drift (JP All Stocks)
pead-jp-all
Cite this
qbuntu (2026). Median Sharpe across 2400 grid runs is 0.11.. 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: 2026-09-26T05:46:56
fact_id: pead-jp-all-fact-median-sharpe (immutable)