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 0.94 (p=0.06).
sharpe_ratio0.94 sharpe_ratiosupports verdict:marginal
Context
period 2022-03-01–2026-05-01; cost=5bps
Source strategy
marginalequity· no_edge
Sector Rotation / Sector Momentum (JP All Stocks)
sector-rotation-jp-all
fact derives from run: r-sector-rotation-jp-all-0296
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.94 (p=0.06).. 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: 2026-07-29T01:08:34
fact_id: sector-rotation-jp-all-fact-best-sharpe (immutable)