spec. short-term-reversal-regime-gated-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 2.65 (p=0.072).
sharpe_ratio2.65 sharpe_ratiosupports verdict:marginal
Context
period 2023-07-03–2024-06-24; cost=5.0bps
Source strategy
marginalequity· no_edge
Short-Term Reversal Regime-Gated (JP Growth Stocks)
short-term-reversal-regime-gated-jp-growth
fact derives from run: r-short-term-reversal-regime-gated-jp-growth-0028
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.65 (p=0.072).. Strategy: Short-Term Reversal Regime-Gated (JP Growth Stocks). https://qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: short-term-reversal-regime-gated-jp-growth-fact-best-sharpe (immutable)