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 2.70 (p=0.06).
sharpe_ratio2.7 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-09-01; 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-sp500-0172
Cite this
qbuntu (2026). Best grid Sharpe ratio is 2.70 (p=0.06).. 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: 2026-09-24T02:22:16
fact_id: volume-anomaly-us-sp500-fact-best-sharpe (immutable)