{"fact_id":"amihud-illiquidity-premium-jp-all-fact-regime-up","strategy_slug":"amihud-illiquidity-premium-jp-all","claim":"Median Sharpe in UP regime is -1.14 across 144 runs.","value":-1.14,"value_text":null,"unit":"sharpe_ratio","context":"Regime=UP, N225 SMA20/SMA60 classification.","supports_verdict":"rejected","source_run_id":null,"search_tsv":"'-1.14':7 '144':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-up","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":"1455e77","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":"2026-09-26T05:46:58","numpy_version":"2.4.2","pandas_version":"3.0.0","python_version":"3.12.10","source_project":"qbuntu-analysis","git_sha_genkidama":"17a7674"},"license":"CC-BY-4.0"}