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 1.16 (p=0.023).
sharpe_ratio1.16 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· 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-0003
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.16 (p=0.023).. 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: 2026-08-02T16:25:50
fact_id: vol-of-vol-stability-jp-all-fact-best-sharpe (immutable)