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 768 grid runs is -0.31.
sharpe_ratio-0.31 sharpe_ratiosupports verdict:rejected
Context
Full grid of 768 parameter combinations.
Source strategy
rejectedequity· no_edge
Trend Following / Donchian Breakout (JP All Stocks)
trend-following-jp-all
Cite this
qbuntu (2026). Median Sharpe across 768 grid runs is -0.31.. 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: 2026-09-26T05:52:48
fact_id: trend-following-jp-all-fact-median-sharpe (immutable)