spec. vol-of-vol-stability-us-sp500-fact-median-sharpecite ledger
qbuntu.ai/cite/vol-of-vol-stability-us-sp500-fact-median-sharpeCC-BY-4.0
Median Sharpe across 432 grid runs is -0.26.
sharpe_ratio-0.26 sharpe_ratiosupports verdict:rejected
Context
Full grid of 432 parameter combinations.
Source strategy
rejectedequity· regime_dependent
Vol-of-Vol Stability (US S&P 500)
vol-of-vol-stability-us-sp500
Cite this
qbuntu (2026). Median Sharpe across 432 grid runs is -0.26.. Strategy: Vol-of-Vol Stability (US S&P 500). https://qbuntu.ai/cite/vol-of-vol-stability-us-sp500-fact-median-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-median-sharpe (immutable)