spec. turnover-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/turnover-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.89 (p=0.064).
sharpe_ratio0.89 sharpe_ratiosupports verdict:rejected
Context
period 2022-05-02–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Turnover Factor (JP All Stocks)
turnover-jp-all
fact derives from run: r-turnover-jp-all-0184
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.89 (p=0.064).. Strategy: Turnover Factor (JP All Stocks). https://qbuntu.ai/cite/turnover-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:54:41
fact_id: turnover-jp-all-fact-best-sharpe (immutable)