spec. peg-ratio-value-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/peg-ratio-value-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 4.17 (p=0.17).
sharpe_ratio4.17 sharpe_ratiosupports verdict:rejected
Context
period 2025-09-01–2025-11-04; cost=5bps
Source strategy
rejectedequity· signal_frequency
PEG Ratio Value (JP All Stocks)
peg-ratio-value-jp-all
fact derives from run: r-peg-ratio-value-jp-all-0002
Cite this
qbuntu (2026). Best grid Sharpe ratio is 4.17 (p=0.17).. Strategy: PEG Ratio Value (JP All Stocks). https://qbuntu.ai/cite/peg-ratio-value-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:18:59
fact_id: peg-ratio-value-jp-all-fact-best-sharpe (immutable)