spec. peg-ratio-value-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/peg-ratio-value-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 24 grid runs is 2.23.
sharpe_ratio2.23 sharpe_ratiosupports verdict:rejected
Context
Full grid of 24 parameter combinations.
Source strategy
rejectedequity· signal_frequency
PEG Ratio Value (JP All Stocks)
peg-ratio-value-jp-all
Cite this
qbuntu (2026). Median Sharpe across 24 grid runs is 2.23.. Strategy: PEG Ratio Value (JP All Stocks). https://qbuntu.ai/cite/peg-ratio-value-jp-all-fact-median-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-median-sharpe (immutable)