spec. turnover-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/turnover-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.20.
sharpe_ratio-0.2 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· no_edge
Turnover Factor (JP All Stocks)
turnover-jp-all
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.20.. Strategy: Turnover Factor (JP All Stocks). https://qbuntu.ai/cite/turnover-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:54:41
fact_id: turnover-jp-all-fact-median-sharpe (immutable)