spec. skewness-reversal-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/skewness-reversal-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.73 (p=0.12).
sharpe_ratio0.73 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Skewness Reversal (JP All Stocks)
skewness-reversal-jp-all
fact derives from run: r-skewness-reversal-jp-all-0005
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.73 (p=0.12).. Strategy: Skewness Reversal (JP All Stocks). https://qbuntu.ai/cite/skewness-reversal-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T06:01:55
fact_id: skewness-reversal-jp-all-fact-best-sharpe (immutable)