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 0.93 (p=0.076).
sharpe_ratio0.93 sharpe_ratiosupports verdict:marginal
Context
period 2022-05-02–2026-02-02; cost=5bps
Source strategy
marginalequity· no_edge
Turnover Factor (JP All Stocks)
turnover-jp-all
fact derives from run: r-turnover-jp-all-0049
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.93 (p=0.076).. 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: 2026-07-29T01:08:34
fact_id: turnover-jp-all-fact-best-sharpe (immutable)