spec. gap-reversal-short-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/gap-reversal-short-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.80 (p=0.08).
sharpe_ratio0.8 sharpe_ratiosupports verdict:rejected
Context
period 2022-01-03–2026-09-21; cost=3bps; side=LONG
Source strategy
rejectedequity· no_edge
Gap Reversal (US S&P 500)
gap-reversal-short-us-sp500
fact derives from run: r-gap-reversal-short-us-sp500-0948
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.80 (p=0.08).. Strategy: Gap Reversal (US S&P 500). https://qbuntu.ai/cite/gap-reversal-short-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:26
fact_id: gap-reversal-short-us-sp500-fact-best-sharpe (immutable)