spec. short-term-reversal-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 160 grid runs is -0.66.
sharpe_ratio-0.66 sharpe_ratiosupports verdict:rejected
Context
Full grid of 160 parameter combinations.
Source strategy
rejectedequity· no_edge
Short-Term Reversal (JP All Stocks)
short-term-reversal-jp-all
Cite this
qbuntu (2026). Median Sharpe across 160 grid runs is -0.66.. Strategy: Short-Term Reversal (JP All Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-all-fact-median-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-median-sharpe (immutable)