spec. info-discreteness-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/info-discreteness-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.58 (p=0.0019).
sharpe_ratio1.58 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
marginalequity· no_edge
Information Discreteness (US S&P 500)
info-discreteness-us-sp500
fact derives from run: r-info-discreteness-us-sp500-0209
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.58 (p=0.0019).. Strategy: Information Discreteness (US S&P 500). https://qbuntu.ai/cite/info-discreteness-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:30:59
fact_id: info-discreteness-us-sp500-fact-best-sharpe (immutable)