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 6.93 (p=0.027).
sharpe_ratio6.93 sharpe_ratiosupports verdict:rejected
Context
period 2025-01-06–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
PEG Ratio Value (JP All Stocks)
peg-ratio-value-jp-all
fact derives from run: r-peg-ratio-value-jp-all-0136
Cite this
qbuntu (2026). Best grid Sharpe ratio is 6.93 (p=0.027).. 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: 2026-09-26T06:03:49
fact_id: peg-ratio-value-jp-all-fact-best-sharpe (immutable)