spec. trend-following-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/trend-following-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.82 (p=0.1).
sharpe_ratio0.82 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· regime_dependent
Trend Following / Donchian Breakout (JP All Stocks)
trend-following-jp-all
fact derives from run: r-trend-following-jp-all-0397
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.82 (p=0.1).. Strategy: Trend Following / Donchian Breakout (JP All Stocks). https://qbuntu.ai/cite/trend-following-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: trend-following-jp-all-fact-best-sharpe (immutable)