spec. peg-ratio-value-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/peg-ratio-value-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 132 grid runs is -0.57.
sharpe_ratio-0.57 sharpe_ratiosupports verdict:rejected
Context
Full grid of 132 parameter combinations.
Source strategy
rejectedequity· no_edge
PEG Ratio Value (JP Growth Stocks)
peg-ratio-value-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 132 grid runs is -0.57.. Strategy: PEG Ratio Value (JP Growth Stocks). https://qbuntu.ai/cite/peg-ratio-value-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:17
fact_id: peg-ratio-value-jp-growth-fact-median-sharpe (immutable)