spec. sector-rotation-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/sector-rotation-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is -0.09.
sharpe_ratio-0.09 sharpe_ratiosupports verdict:rejected
Context
Full grid of 384 parameter combinations.
Source strategy
rejectedequity· no_edge
Sector Rotation / Sector Momentum (JP All Stocks)
sector-rotation-jp-all
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is -0.09.. Strategy: Sector Rotation / Sector Momentum (JP All Stocks). https://qbuntu.ai/cite/sector-rotation-jp-all-fact-median-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-median-sharpe (immutable)