spec. overnight-intraday-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/overnight-intraday-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 768 grid runs is 0.17.
sharpe_ratio0.17 sharpe_ratiosupports verdict:marginal
Context
Full grid of 768 parameter combinations.
Source strategy
marginalequity· regime_dependent
Overnight vs Intraday Return (US S&P 500)
overnight-intraday-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 768 grid runs is 0.17.. Strategy: Overnight vs Intraday Return (US S&P 500). https://qbuntu.ai/cite/overnight-intraday-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:50
fact_id: overnight-intraday-us-sp500-fact-median-sharpe (immutable)