spec. portfolio-best-components-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.63 (p=0.11).
sharpe_ratio1.63 sharpe_ratiosupports verdict:rejected
Context
period 2024-07-01–2025-06-30; cost=5.0bps
Source strategy
rejectedequity· no_edge
Best Component Portfolio (JP Growth Stocks)
portfolio-best-components-jp-growth
fact derives from run: r-portfolio-best-components-jp-growth-0007
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.63 (p=0.11).. Strategy: Best Component Portfolio (JP Growth Stocks). https://qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: portfolio-best-components-jp-growth-fact-best-sharpe (immutable)