spec. high52w-momentum-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/high52w-momentum-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.27 (p=0.57).
sharpe_ratio0.27 sharpe_ratiosupports verdict:rejected
Context
period 2022-04-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
52-Week High Momentum (US S&P 500)
high52w-momentum-us-sp500
fact derives from run: r-high52w-momentum-us-sp500-0021
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.27 (p=0.57).. Strategy: 52-Week High Momentum (US S&P 500). https://qbuntu.ai/cite/high52w-momentum-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:51
fact_id: high52w-momentum-us-sp500-fact-best-sharpe (immutable)