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 0.84 (p=0.096).
sharpe_ratio0.84 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-02-02; 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-0100
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.84 (p=0.096).. 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: 2026-08-02T16:26:00
fact_id: volatility-ratio-reversal-jp-all-fact-best-sharpe (immutable)