spec. volume-anomaly-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/volume-anomaly-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.86 (p=0.066).
sharpe_ratio0.86 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Volume Anomaly (JP All Stocks)
volume-anomaly-jp-all
fact derives from run: r-volume-anomaly-jp-all-0044
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.86 (p=0.066).. Strategy: Volume Anomaly (JP All Stocks). https://qbuntu.ai/cite/volume-anomaly-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:54:03
fact_id: volume-anomaly-jp-all-fact-best-sharpe (immutable)