spec. vol-of-vol-stability-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.33 (p=0.0072).
sharpe_ratio1.33 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Vol-of-Vol Stability (JP Growth Stocks)
vol-of-vol-stability-jp-growth
fact derives from run: r-vol-of-vol-stability-jp-growth-0013
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.33 (p=0.0072).. Strategy: Vol-of-Vol Stability (JP Growth Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:49
fact_id: vol-of-vol-stability-jp-growth-fact-best-sharpe (immutable)