spec. pead-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/pead-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.07 (p=0.092).
sharpe_ratio1.07 sharpe_ratiosupports verdict:rejected
Context
period 2023-12-08–2026-06-09; cost=5bps; side=BOTH
Source strategy
rejectedequity· regime_dependent
Post-Earnings Announcement Drift (JP Growth Stocks)
pead-jp-growth
fact derives from run: r-pead-jp-growth-1272
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.07 (p=0.092).. Strategy: Post-Earnings Announcement Drift (JP Growth Stocks). https://qbuntu.ai/cite/pead-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:26
fact_id: pead-jp-growth-fact-best-sharpe (immutable)