spec. momentum-cross-sectional-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/momentum-cross-sectional-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 960 grid runs is 0.76.
sharpe_ratio0.76 sharpe_ratiosupports verdict:marginal
Context
Full grid of 960 parameter combinations.
Source strategy
marginalequity· no_edge
Cross-Sectional Momentum (US S&P 500)
momentum-cross-sectional-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 960 grid runs is 0.76.. Strategy: Cross-Sectional Momentum (US S&P 500). https://qbuntu.ai/cite/momentum-cross-sectional-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: momentum-cross-sectional-us-sp500-fact-median-sharpe (immutable)