spec. high52w-momentum-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/high52w-momentum-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.44.
sharpe_ratio-0.44 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· no_edge
52-Week High Momentum (US S&P 500)
high52w-momentum-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.44.. Strategy: 52-Week High Momentum (US S&P 500). https://qbuntu.ai/cite/high52w-momentum-us-sp500-fact-median-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-median-sharpe (immutable)