spec. vpt-divergence-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/vpt-divergence-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.07 (p=0.039).
sharpe_ratio1.07 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· regime_dependent
VPT Divergence (JP All Stocks)
vpt-divergence-jp-all
fact derives from run: r-vpt-divergence-jp-all-0100
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.07 (p=0.039).. Strategy: VPT Divergence (JP All Stocks). https://qbuntu.ai/cite/vpt-divergence-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:06
fact_id: vpt-divergence-jp-all-fact-best-sharpe (immutable)