spec. volatility-breakout-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/volatility-breakout-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 720 grid runs is -0.93.
sharpe_ratio-0.93 sharpe_ratiosupports verdict:rejected
Context
Full grid of 720 parameter combinations.
Source strategy
rejectedequity· no_edge
Volatility Breakout (JP All Stocks)
volatility-breakout-jp-all
Cite this
qbuntu (2026). Median Sharpe across 720 grid runs is -0.93.. Strategy: Volatility Breakout (JP All Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:56
fact_id: volatility-breakout-jp-all-fact-median-sharpe (immutable)