spec. vpt-divergence-us-sp500-fact-best-sharpecite ledger
qbuntu.ai/cite/vpt-divergence-us-sp500-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.94 (p=0.052).
sharpe_ratio0.94 sharpe_ratiosupports verdict:rejected
Context
period 2022-03-01–2026-06-01; cost=5bps
Source strategy
rejectedequity· no_edge
VPT Divergence (US S&P 500)
vpt-divergence-us-sp500
fact derives from run: r-vpt-divergence-us-sp500-0003
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.94 (p=0.052).. Strategy: VPT Divergence (US S&P 500). https://qbuntu.ai/cite/vpt-divergence-us-sp500-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-02T16:26:14
fact_id: vpt-divergence-us-sp500-fact-best-sharpe (immutable)