spec. volume-anomaly-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/volume-anomaly-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.07 (p=0.039).
sharpe_ratio3.07 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-06-01; cost=5bps
Source strategy
marginalequity· no_edge
Volume Anomaly (US S&P 500)
volume-anomaly-us-sp500
fact derives from run: r-volume-anomaly-us-sp500-0764
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.07 (p=0.039).. Strategy: Volume Anomaly (US S&P 500). https://qbuntu.ai/cite/volume-anomaly-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:02
fact_id: volume-anomaly-us-sp500-fact-best-sharpe (immutable)