spec. pead-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/pead-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 2400 grid runs is -0.28.
sharpe_ratio-0.28 sharpe_ratiosupports verdict:rejected
Context
Full grid of 2400 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Post-Earnings Announcement Drift (JP Growth Stocks)
pead-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 2400 grid runs is -0.28.. Strategy: Post-Earnings Announcement Drift (JP Growth Stocks). https://qbuntu.ai/cite/pead-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:53
fact_id: pead-jp-growth-fact-median-sharpe (immutable)