spec. ts-momentum-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/ts-momentum-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 120 grid runs is -0.56.
sharpe_ratio-0.56 sharpe_ratiosupports verdict:rejected
Context
Full grid of 120 parameter combinations.
Source strategy
rejectedequity· no_edge
Time-Series Momentum (JP Growth Stocks)
ts-momentum-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 120 grid runs is -0.56.. Strategy: Time-Series Momentum (JP Growth Stocks). https://qbuntu.ai/cite/ts-momentum-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: ts-momentum-jp-growth-fact-median-sharpe (immutable)