spec. mean-reversion-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/mean-reversion-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.04 (p=0.027).
sharpe_ratio1.04 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Mean Reversion (US S&P 500)
mean-reversion-us-sp500
fact derives from run: r-mean-reversion-us-sp500-0817
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.04 (p=0.027).. Strategy: Mean Reversion (US S&P 500). https://qbuntu.ai/cite/mean-reversion-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:26
fact_id: mean-reversion-us-sp500-fact-best-sharpe (immutable)