spec. trend-following-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/trend-following-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 768 grid runs is 0.10.
sharpe_ratio0.1 sharpe_ratiosupports verdict:marginal
Context
Full grid of 768 parameter combinations.
Source strategy
marginalequity· no_edge
Trend Following / Donchian Breakout (US S&P 500)
trend-following-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 768 grid runs is 0.10.. Strategy: Trend Following / Donchian Breakout (US S&P 500). https://qbuntu.ai/cite/trend-following-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:15
fact_id: trend-following-us-sp500-fact-median-sharpe (immutable)