spec. volatility-ratio-reversal-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/volatility-ratio-reversal-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.37 (p=0.0045).
sharpe_ratio1.37 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
marginalequity· regime_dependent
Volatility Ratio Reversal (JP Growth Stocks)
volatility-ratio-reversal-jp-growth
fact derives from run: r-volatility-ratio-reversal-jp-growth-0396
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.37 (p=0.0045).. Strategy: Volatility Ratio Reversal (JP Growth Stocks). https://qbuntu.ai/cite/volatility-ratio-reversal-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:21
fact_id: volatility-ratio-reversal-jp-growth-fact-best-sharpe (immutable)