spec. sales-growth-rank-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/sales-growth-rank-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.49 (p=0.0084).
sharpe_ratio2.49 sharpe_ratiosupports verdict:rejected
Context
period 2025-01-06–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Sales Growth Rank (JP Growth Stocks)
sales-growth-rank-jp-growth
fact derives from run: r-sales-growth-rank-jp-growth-0025
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.49 (p=0.0084).. Strategy: Sales Growth Rank (JP Growth Stocks). https://qbuntu.ai/cite/sales-growth-rank-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:03:06
fact_id: sales-growth-rank-jp-growth-fact-best-sharpe (immutable)