spec. sector-rotation-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/sector-rotation-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.50 (p=0.34).
sharpe_ratio0.5 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Sector Rotation / Sector Momentum (JP All Stocks)
sector-rotation-jp-all
fact derives from run: r-sector-rotation-jp-all-0685
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.50 (p=0.34).. Strategy: Sector Rotation / Sector Momentum (JP All Stocks). https://qbuntu.ai/cite/sector-rotation-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:17
fact_id: sector-rotation-jp-all-fact-best-sharpe (immutable)