spec. skewness-reversal-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/skewness-reversal-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.46 (p=0.33).
sharpe_ratio0.46 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Skewness Reversal (JP Growth Stocks)
skewness-reversal-jp-growth
fact derives from run: r-skewness-reversal-jp-growth-0121
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.46 (p=0.33).. Strategy: Skewness Reversal (JP Growth Stocks). https://qbuntu.ai/cite/skewness-reversal-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:49
fact_id: skewness-reversal-jp-growth-fact-best-sharpe (immutable)