spec. low-volatility-anomaly-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/low-volatility-anomaly-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is -0.31 (p=0.28).
sharpe_ratio-0.31 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Low Volatility Anomaly (US S&P 500)
low-volatility-anomaly-us-sp500
fact derives from run: r-low-volatility-anomaly-us-sp500-0065
Cite this
qbuntu (2026). Best grid Sharpe ratio is -0.31 (p=0.28).. Strategy: Low Volatility Anomaly (US S&P 500). https://qbuntu.ai/cite/low-volatility-anomaly-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: low-volatility-anomaly-us-sp500-fact-best-sharpe (immutable)