spec. short-term-reversal-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/short-term-reversal-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is 0.01.
sharpe_ratio0.01 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Short-Term Reversal (US S&P 500)
short-term-reversal-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is 0.01.. Strategy: Short-Term Reversal (US S&P 500). https://qbuntu.ai/cite/short-term-reversal-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:01
fact_id: short-term-reversal-us-sp500-fact-median-sharpe (immutable)