spec. gap-reversal-short-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/gap-reversal-short-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1728 grid runs is -0.58.
sharpe_ratio-0.58 sharpe_ratiosupports verdict:rejected
Context
Full grid of 1728 parameter combinations.
Source strategy
rejectedequity· no_edge
Gap Reversal (US S&P 500)
gap-reversal-short-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 1728 grid runs is -0.58.. Strategy: Gap Reversal (US S&P 500). https://qbuntu.ai/cite/gap-reversal-short-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:31
fact_id: gap-reversal-short-us-sp500-fact-median-sharpe (immutable)