spec. return-autocorrelation-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/return-autocorrelation-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.95 (p=0.057).
sharpe_ratio0.95 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Return Autocorrelation Factor (JP Growth Stocks)
return-autocorrelation-jp-growth
fact derives from run: r-return-autocorrelation-jp-growth-0284
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.95 (p=0.057).. Strategy: Return Autocorrelation Factor (JP Growth Stocks). https://qbuntu.ai/cite/return-autocorrelation-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:04
fact_id: return-autocorrelation-jp-growth-fact-best-sharpe (immutable)