spec. short-term-reversal-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is 0.30.
sharpe_ratio0.3 sharpe_ratiosupports verdict:marginal
Context
Full grid of 320 parameter combinations.
Source strategy
marginalequity· no_edge
Short-Term Reversal (JP Growth Stocks)
short-term-reversal-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.30.. Strategy: Short-Term Reversal (JP Growth Stocks). https://qbuntu.ai/cite/short-term-reversal-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: short-term-reversal-jp-growth-fact-median-sharpe (immutable)