spec. liquidity-premium-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/liquidity-premium-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is 0.31.
sharpe_ratio0.31 sharpe_ratiosupports verdict:marginal
Context
Full grid of 320 parameter combinations.
Source strategy
marginalequity· no_edge
Liquidity Premium / Amihud Illiquidity (US S&P 500)
liquidity-premium-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.31.. Strategy: Liquidity Premium / Amihud Illiquidity (US S&P 500). https://qbuntu.ai/cite/liquidity-premium-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:30:59
fact_id: liquidity-premium-us-sp500-fact-median-sharpe (immutable)