spec. portfolio-best-components-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 3 grid runs is 1.43.
sharpe_ratio1.43 sharpe_ratiosupports verdict:rejected
Context
Full grid of 3 parameter combinations.
Source strategy
rejectedequity· no_edge
Best Component Portfolio (JP Growth Stocks)
portfolio-best-components-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 3 grid runs is 1.43.. Strategy: Best Component Portfolio (JP Growth Stocks). https://qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-median-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-median-sharpe (immutable)