spec. amihud-illiquidity-premium-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/amihud-illiquidity-premium-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 144 grid runs is 0.07.
sharpe_ratio0.07 sharpe_ratiosupports verdict:marginal
Context
Full grid of 144 parameter combinations.
Source strategy
marginalequity· regime_dependent
Amihud Illiquidity Premium (US S&P 500)
amihud-illiquidity-premium-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 144 grid runs is 0.07.. Strategy: Amihud Illiquidity Premium (US S&P 500). https://qbuntu.ai/cite/amihud-illiquidity-premium-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:21
fact_id: amihud-illiquidity-premium-us-sp500-fact-median-sharpe (immutable)