spec. multi-factor-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/multi-factor-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 240 grid runs is -0.71.
sharpe_ratio-0.71 sharpe_ratiosupports verdict:rejected
Context
Full grid of 240 parameter combinations.
Source strategy
rejectedequity· no_edge
Multi-Factor Composite (US S&P 500)
multi-factor-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 240 grid runs is -0.71.. Strategy: Multi-Factor Composite (US S&P 500). https://qbuntu.ai/cite/multi-factor-us-sp500-fact-median-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-median-sharpe (immutable)