spec. vol-of-vol-stability-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.59 (p=0.22).
sharpe_ratio0.59 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Vol-of-Vol Stability (US S&P 500)
vol-of-vol-stability-us-sp500
fact derives from run: r-vol-of-vol-stability-us-sp500-0233
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.59 (p=0.22).. Strategy: Vol-of-Vol Stability (US S&P 500). https://qbuntu.ai/cite/vol-of-vol-stability-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:25:54
fact_id: vol-of-vol-stability-us-sp500-fact-best-sharpe (immutable)