spec. skewness-anomaly-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/skewness-anomaly-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.69.
sharpe_ratio-0.69 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· no_edge
Skewness Anomaly (US S&P 500)
skewness-anomaly-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.69.. Strategy: Skewness Anomaly (US S&P 500). https://qbuntu.ai/cite/skewness-anomaly-us-sp500-fact-median-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-median-sharpe (immutable)