{"fact_id":"amihud-illiquidity-premium-jp-all-fact-regime-down","strategy_slug":"amihud-illiquidity-premium-jp-all","claim":"Median Sharpe in DOWN regime is 2.06 across 72 runs.","value":2.06,"value_text":null,"unit":"sharpe_ratio","context":"Regime=DOWN, N225 SMA20/SMA60 classification.","supports_verdict":"rejected","source_run_id":null,"search_tsv":"'2.06':7 '72':9 'across':8 'classif':15 'median':1 'n225':13 'regim':5,11 'run':10 'sharp':2 'sma20/sma60':14","cite_url":"https://qbuntu.ai/cite/amihud-illiquidity-premium-jp-all-fact-regime-down","strategy":{"slug":"amihud-illiquidity-premium-jp-all","name":"Amihud Illiquidity Premium (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/amihud-illiquidity-premium-jp-all"},"provenance":{"tier":"shallow","git_sha_z":"2f23bb7","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/amihud_illiquidity_grid.py","src/risk/regime.py"],"computed_asof":"2026-08-02T16:25:57","numpy_version":"2.2.6","pandas_version":"2.3.3","python_version":"3.10.11","source_project":"qbuntu-analysis","git_sha_genkidama":"711b855"},"license":"CC-BY-4.0"}