spec. volatility-ratio-reversal-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 432 grid runs is -0.01.
sharpe_ratio-0.01 sharpe_ratiosupports verdict:rejected
Context
Full grid of 432 parameter combinations.
Source strategy
rejectedequity· no_edge
Volatility Ratio Reversal (JP All Stocks)
volatility-ratio-reversal-jp-all
Cite this
qbuntu (2026). Median Sharpe across 432 grid runs is -0.01.. Strategy: Volatility Ratio Reversal (JP All Stocks). https://qbuntu.ai/cite/volatility-ratio-reversal-jp-all-fact-median-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-median-sharpe (immutable)