spec. volatility-breakout-jp-growth-fact-median-sharpecite ledger
qbuntu.ai/cite/volatility-breakout-jp-growth-fact-median-sharpeCC-BY-4.0
Median Sharpe across 720 grid runs is -0.61.
sharpe_ratio-0.61 sharpe_ratiosupports verdict:rejected
Context
Full grid of 720 parameter combinations.
Source strategy
rejectedequity· no_edge
Volatility Breakout (JP Growth Stocks)
volatility-breakout-jp-growth
Cite this
qbuntu (2026). Median Sharpe across 720 grid runs is -0.61.. Strategy: Volatility Breakout (JP Growth Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-growth-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:47
fact_id: volatility-breakout-jp-growth-fact-median-sharpe (immutable)