spec. calendar-effects-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/calendar-effects-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 192 grid runs is 0.23.
sharpe_ratio0.23 sharpe_ratiosupports verdict:marginal
Context
Full grid of 192 parameter combinations.
Source strategy
marginalequity· regime_dependent
Calendar Effects (US S&P 500)
calendar-effects-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 192 grid runs is 0.23.. Strategy: Calendar Effects (US S&P 500). https://qbuntu.ai/cite/calendar-effects-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: calendar-effects-us-sp500-fact-median-sharpe (immutable)