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 480 grid runs is 0.16.
sharpe_ratio0.16 sharpe_ratiosupports verdict:marginal
Context
Full grid of 480 parameter combinations.
Source strategy
marginalequity· regime_dependent
Volatility Breakout (JP All Stocks)
volatility-breakout-jp-all
Cite this
qbuntu (2026). Median Sharpe across 480 grid runs is 0.16.. 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: 2026-07-28T01:10:01
fact_id: volatility-breakout-jp-all-fact-median-sharpe (immutable)