spec. trend-following-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/trend-following-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is 0.13.
sharpe_ratio0.13 sharpe_ratiosupports verdict:rejected
Context
Full grid of 384 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Trend Following / Donchian Breakout (JP All Stocks)
trend-following-jp-all
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is 0.13.. Strategy: Trend Following / Donchian Breakout (JP All Stocks). https://qbuntu.ai/cite/trend-following-jp-all-fact-median-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-median-sharpe (immutable)