spec. betting-against-beta-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/betting-against-beta-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 318 grid runs is -1.20.
sharpe_ratio-1.2 sharpe_ratiosupports verdict:rejected
Context
Full grid of 318 parameter combinations.
Source strategy
rejectedequity· no_edge
Betting Against Beta (US S&P 500)
betting-against-beta-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 318 grid runs is -1.20.. Strategy: Betting Against Beta (US S&P 500). https://qbuntu.ai/cite/betting-against-beta-us-sp500-fact-median-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-median-sharpe (immutable)