spec. pair-trading-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/pair-trading-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.11 (p=9e-08).
sharpe_ratio3.11 sharpe_ratiosupports verdict:promising
Context
period 2022-03-09–2026-09-17; cost=5bps
Source strategy
promisingequity
Pairs Trading / Statistical Arbitrage (US S&P 500)
pair-trading-us-sp500
fact derives from run: r-pair-trading-us-sp500-0012
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.11 (p=9e-08).. Strategy: Pairs Trading / Statistical Arbitrage (US S&P 500). https://qbuntu.ai/cite/pair-trading-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:18
fact_id: pair-trading-us-sp500-fact-best-sharpe (immutable)