spec. momentum-volume-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/momentum-volume-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is 0.05.
sharpe_ratio0.05 sharpe_ratiosupports verdict:marginal
Context
Full grid of 320 parameter combinations.
Source strategy
marginalequity· regime_dependent
Momentum × Volume Interaction (US S&P 500)
momentum-volume-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.05.. Strategy: Momentum × Volume Interaction (US S&P 500). https://qbuntu.ai/cite/momentum-volume-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:50
fact_id: momentum-volume-us-sp500-fact-median-sharpe (immutable)