spec. short-term-reversal-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.66 (p=0.00039).
sharpe_ratio1.66 sharpe_ratiosupports verdict:marginal
Context
period 2022-01-18–2026-09-14; cost=5bps
Source strategy
marginalequity· regime_dependent
Short-Term Reversal (US S&P 500)
short-term-reversal-us-sp500
fact derives from run: r-short-term-reversal-us-sp500-0101
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.66 (p=0.00039).. Strategy: Short-Term Reversal (US S&P 500). https://qbuntu.ai/cite/short-term-reversal-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:15
fact_id: short-term-reversal-us-sp500-fact-best-sharpe (immutable)