spec. multi-factor-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/multi-factor-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.25 (p=0.36).
sharpe_ratio0.25 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Multi-Factor Composite (US S&P 500)
multi-factor-us-sp500
fact derives from run: r-multi-factor-us-sp500-0065
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.25 (p=0.36).. Strategy: Multi-Factor Composite (US S&P 500). https://qbuntu.ai/cite/multi-factor-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:17
fact_id: multi-factor-us-sp500-fact-best-sharpe (immutable)