spec. volatility-ratio-reversal-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.52 (p=0.0019).
sharpe_ratio1.52 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Volatility Ratio Reversal (JP All Stocks)
volatility-ratio-reversal-jp-all
fact derives from run: r-volatility-ratio-reversal-jp-all-0125
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.52 (p=0.0019).. Strategy: Volatility Ratio Reversal (JP All Stocks). https://qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T06:02:32
fact_id: volatility-ratio-reversal-jp-all-fact-best-sharpe (immutable)