spec. risk-parity-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/risk-parity-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is -0.20.
sharpe_ratio-0.2 sharpe_ratiosupports verdict:rejected
Context
Full grid of 384 parameter combinations.
Source strategy
rejectedequity· no_edge
Risk Parity / Volatility Targeting Overlay (JP All Stocks)
risk-parity-jp-all
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is -0.20.. Strategy: Risk Parity / Volatility Targeting Overlay (JP All Stocks). https://qbuntu.ai/cite/risk-parity-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: risk-parity-jp-all-fact-median-sharpe (immutable)