spec. vol-of-vol-stability-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.51 (p=0.0022).
sharpe_ratio1.51 sharpe_ratiosupports verdict:marginal
Context
period 2022-03-01–2026-09-01; cost=5bps
Source strategy
marginalequity· no_edge
Vol-of-Vol Stability (JP All Stocks)
vol-of-vol-stability-jp-all
fact derives from run: r-vol-of-vol-stability-jp-all-0113
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.51 (p=0.0022).. Strategy: Vol-of-Vol Stability (JP All Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:58
fact_id: vol-of-vol-stability-jp-all-fact-best-sharpe (immutable)