{"fact_id":"amihud-illiquidity-premium-us-sp500-fact-best-sharpe","strategy_slug":"amihud-illiquidity-premium-us-sp500","claim":"Best grid Sharpe ratio is 1.36 (p=0.006).","value":1.36,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-06-01; cost=5bps","supports_verdict":"marginal","source_run_id":"r-amihud-illiquidity-premium-us-sp500-0101","search_tsv":"'-01':12,15 '-02':11 '-06':14 '0.006':8 '1.36':6 '2022':10 '2026':13 '5bps':17 'best':1 'cost':16 'grid':2 'p':7 'period':9 'ratio':4 'sharp':3","cite_url":"https://qbuntu.ai/cite/amihud-illiquidity-premium-us-sp500-fact-best-sharpe","strategy":{"slug":"amihud-illiquidity-premium-us-sp500","name":"Amihud Illiquidity Premium (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/amihud-illiquidity-premium-us-sp500"},"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":"2026-08-02T16:26:49","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"}