spec. risk-parity-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/risk-parity-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.11 (p=0.71).
sharpe_ratio0.11 sharpe_ratiosupports verdict:rejected
Context
period 2022-05-02–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Risk Parity / Volatility Targeting Overlay (JP All Stocks)
risk-parity-jp-all
fact derives from run: r-risk-parity-jp-all-0382
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.11 (p=0.71).. Strategy: Risk Parity / Volatility Targeting Overlay (JP All Stocks). https://qbuntu.ai/cite/risk-parity-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:56
fact_id: risk-parity-jp-all-fact-best-sharpe (immutable)