spec. skewness-reversal-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/skewness-reversal-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is -0.45.
sharpe_ratio-0.45 sharpe_ratiosupports verdict:rejected
Context
Full grid of 144 parameter combinations.
Source strategy
rejectedequity· no_edge
Skewness Reversal (JP All Stocks)
skewness-reversal-jp-all
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is -0.45.. Strategy: Skewness Reversal (JP All Stocks). https://qbuntu.ai/cite/skewness-reversal-jp-all-fact-median-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-median-sharpe (immutable)