spec. vol-of-vol-stability-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 432 grid runs is 0.25.
sharpe_ratio0.25 sharpe_ratiosupports verdict:marginal
Context
Full grid of 432 parameter combinations.
Source strategy
marginalequity· no_edge
Vol-of-Vol Stability (JP All Stocks)
vol-of-vol-stability-jp-all
Cite this
qbuntu (2026). Median Sharpe across 432 grid runs is 0.25.. Strategy: Vol-of-Vol Stability (JP All Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-all-fact-median-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-median-sharpe (immutable)