spec. mean-reversion-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/mean-reversion-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 1024 grid runs is -0.38.
sharpe_ratio-0.38 sharpe_ratiosupports verdict:rejected
Context
Full grid of 1024 parameter combinations.
Source strategy
rejectedequity· no_edge
Mean Reversion (US S&P 500)
mean-reversion-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 1024 grid runs is -0.38.. Strategy: Mean Reversion (US S&P 500). https://qbuntu.ai/cite/mean-reversion-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:37:13
fact_id: mean-reversion-us-sp500-fact-median-sharpe (immutable)