spec. short-term-reversal-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.07 (p=1.2e-05).
sharpe_ratio2.07 sharpe_ratiosupports verdict:marginal
Context
period 2022-01-24–2026-09-14; cost=5bps
Source strategy
marginalequity· no_edge
Short-Term Reversal (JP Growth Stocks)
short-term-reversal-jp-growth
fact derives from run: r-short-term-reversal-jp-growth-0208
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.07 (p=1.2e-05).. Strategy: Short-Term Reversal (JP Growth Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:14
fact_id: short-term-reversal-jp-growth-fact-best-sharpe (immutable)