spec. low-volatility-anomaly-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/low-volatility-anomaly-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 316 grid runs is -1.00.
sharpe_ratio-1 sharpe_ratiosupports verdict:rejected
Context
Full grid of 316 parameter combinations.
Source strategy
rejectedequity· no_edge
Low Volatility Anomaly (US S&P 500)
low-volatility-anomaly-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 316 grid runs is -1.00.. Strategy: Low Volatility Anomaly (US S&P 500). https://qbuntu.ai/cite/low-volatility-anomaly-us-sp500-fact-median-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-median-sharpe (immutable)