spec. volatility-breakout-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/volatility-breakout-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.67 (p=0.15).
sharpe_ratio0.67 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Volatility Breakout (JP Growth Stocks)
volatility-breakout-jp-growth
fact derives from run: r-volatility-breakout-jp-growth-0224
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.67 (p=0.15).. Strategy: Volatility Breakout (JP Growth Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: volatility-breakout-jp-growth-fact-best-sharpe (immutable)