spec. risk-parity-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/risk-parity-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.16 (p=0.00024).
sharpe_ratio1.16 sharpe_ratiosupports verdict:marginal
Context
period 2022-04-01–2026-09-01; cost=5bps
Source strategy
marginalequity· no_edge
Risk Parity / Volatility Targeting Overlay (US S&P 500)
risk-parity-us-sp500
fact derives from run: r-risk-parity-us-sp500-0308
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.16 (p=0.00024).. Strategy: Risk Parity / Volatility Targeting Overlay (US S&P 500). https://qbuntu.ai/cite/risk-parity-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:17
fact_id: risk-parity-us-sp500-fact-best-sharpe (immutable)