spec. sales-growth-rank-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/sales-growth-rank-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.69 (p=0.56).
sharpe_ratio0.69 sharpe_ratiosupports verdict:rejected
Context
period 2025-06-02–2026-02-02; cost=5bps
Source strategy
rejectedequity· signal_frequency
Sales Growth Rank (JP All Stocks)
sales-growth-rank-jp-all
fact derives from run: r-sales-growth-rank-jp-all-0004
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.69 (p=0.56).. Strategy: Sales Growth Rank (JP All Stocks). https://qbuntu.ai/cite/sales-growth-rank-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:19:13
fact_id: sales-growth-rank-jp-all-fact-best-sharpe (immutable)