spec. short-term-reversal-regime-gated-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 81 grid runs is 0.46.
sharpe_ratio0.46 sharpe_ratiosupports verdict:marginal
Context
Full grid of 81 parameter combinations.
Source strategy
marginalequity· no_edge
Short-Term Reversal Regime-Gated (JP Growth Stocks)
short-term-reversal-regime-gated-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 81 grid runs is 0.46.. Strategy: Short-Term Reversal Regime-Gated (JP Growth Stocks). https://qbuntu.ai/cite/short-term-reversal-regime-gated-jp-growth-fact-median-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-median-sharpe (immutable)