spec. turnover-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/turnover-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 320 grid runs is -0.21.
sharpe_ratio-0.21 sharpe_ratiosupports verdict:rejected
Context
Full grid of 320 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Turnover Factor (US S&P 500)
turnover-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 320 grid runs is -0.21.. Strategy: Turnover Factor (US S&P 500). https://qbuntu.ai/cite/turnover-us-sp500-fact-median-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:52
fact_id: turnover-us-sp500-fact-median-sharpe (immutable)