spec. volume-anomaly-jp-all-fact-median-sharpecite ledger
qbuntu.ai/cite/volume-anomaly-jp-all-fact-median-sharpeCC-BY-4.0
Median Sharpe across 564 grid runs is -0.24.
sharpe_ratio-0.24 sharpe_ratiosupports verdict:rejected
Context
Full grid of 564 parameter combinations.
Source strategy
rejectedequity· no_edge
Volume Anomaly (JP All Stocks)
volume-anomaly-jp-all
Cite this
qbuntu (2026). Median Sharpe across 564 grid runs is -0.24.. Strategy: Volume Anomaly (JP All Stocks). https://qbuntu.ai/cite/volume-anomaly-jp-all-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:38
fact_id: volume-anomaly-jp-all-fact-median-sharpe (immutable)