spec. skewness-anomaly-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/skewness-anomaly-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.53 (p=0.075).
sharpe_ratio0.53 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
Skewness Anomaly (US S&P 500)
skewness-anomaly-us-sp500
fact derives from run: r-skewness-anomaly-us-sp500-0313
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.53 (p=0.075).. Strategy: Skewness Anomaly (US S&P 500). https://qbuntu.ai/cite/skewness-anomaly-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:34
fact_id: skewness-anomaly-us-sp500-fact-best-sharpe (immutable)