spec. turnover-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/turnover-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.29 (p=0.0083).
sharpe_ratio1.29 sharpe_ratiosupports verdict:rejected
Context
period 2022-05-02–2026-09-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Turnover Factor (JP Growth Stocks)
turnover-jp-growth
fact derives from run: r-turnover-jp-growth-0080
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.29 (p=0.0083).. Strategy: Turnover Factor (JP Growth Stocks). https://qbuntu.ai/cite/turnover-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: turnover-jp-growth-fact-best-sharpe (immutable)