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 144 grid runs is -0.41.
sharpe_ratio-0.41 sharpe_ratiosupports verdict:rejected
Context
Full grid of 144 parameter combinations.
Source strategy
rejectedequity· no_edge
PEG Ratio Value (JP All Stocks)
peg-ratio-value-jp-all
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is -0.41.. 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: 2026-09-26T06:03:49
fact_id: peg-ratio-value-jp-all-fact-median-sharpe (immutable)