spec. vol-of-vol-stability-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 432 grid runs is 0.09.
sharpe_ratio0.09 sharpe_ratiosupports verdict:marginal
Context
Full grid of 432 parameter combinations.
Source strategy
marginalequity· regime_dependent
Vol-of-Vol Stability (JP Growth Stocks)
vol-of-vol-stability-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 432 grid runs is 0.09.. Strategy: Vol-of-Vol Stability (JP Growth Stocks). https://qbuntu.ai/cite/vol-of-vol-stability-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:21
fact_id: vol-of-vol-stability-jp-growth-fact-median-sharpe (immutable)