spec. downside-beta-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/downside-beta-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is -0.32 (p=0.27).
sharpe_ratio-0.32 sharpe_ratiosupports verdict:rejected
Context
period 2022-04-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Downside Beta (US S&P 500)
downside-beta-us-sp500
fact derives from run: r-downside-beta-us-sp500-0065
Cite this
qbuntu (2026). Best grid Sharpe ratio is -0.32 (p=0.27).. Strategy: Downside Beta (US S&P 500). https://qbuntu.ai/cite/downside-beta-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:49
fact_id: downside-beta-us-sp500-fact-best-sharpe (immutable)