spec. dispersion-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/dispersion-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 384 grid runs is 0.09.
sharpe_ratio0.09 sharpe_ratiosupports verdict:marginal
Context
Full grid of 384 parameter combinations.
Source strategy
marginalequity· no_edge
Cross-Sectional Dispersion Trading (US S&P 500)
dispersion-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 384 grid runs is 0.09.. Strategy: Cross-Sectional Dispersion Trading (US S&P 500). https://qbuntu.ai/cite/dispersion-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:20
fact_id: dispersion-us-sp500-fact-median-sharpe (immutable)