spec. short-term-reversal-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.83 (p=0.096).
sharpe_ratio0.83 sharpe_ratiosupports verdict:rejected
Context
period 2022-01-24–2026-02-16; cost=5bps
Source strategy
rejectedequity· no_edge
Short-Term Reversal (JP All Stocks)
short-term-reversal-jp-all
fact derives from run: r-short-term-reversal-jp-all-0117
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.83 (p=0.096).. Strategy: Short-Term Reversal (JP All Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:15
fact_id: short-term-reversal-jp-all-fact-best-sharpe (immutable)