spec. pair-trading-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/pair-trading-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 288 grid runs is 1.67.
sharpe_ratio1.67 sharpe_ratiosupports verdict:promising
Context
Full grid of 288 parameter combinations.
Source strategy
promisingequity
Pairs Trading / Statistical Arbitrage (US S&P 500)
pair-trading-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 288 grid runs is 1.67.. Strategy: Pairs Trading / Statistical Arbitrage (US S&P 500). https://qbuntu.ai/cite/pair-trading-us-sp500-fact-median-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-median-sharpe (immutable)