spec. betting-against-beta-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/betting-against-beta-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is -0.39 (p=0.19).
sharpe_ratio-0.39 sharpe_ratiosupports verdict:rejected
Context
period 2022-04-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Betting Against Beta (US S&P 500)
betting-against-beta-us-sp500
fact derives from run: r-betting-against-beta-us-sp500-0065
Cite this
qbuntu (2026). Best grid Sharpe ratio is -0.39 (p=0.19).. Strategy: Betting Against Beta (US S&P 500). https://qbuntu.ai/cite/betting-against-beta-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: betting-against-beta-us-sp500-fact-best-sharpe (immutable)