{"fact_id":"calendar-effects-jp-all-fact-best-sharpe","strategy_slug":"calendar-effects-jp-all","claim":"Best grid Sharpe ratio is 4.25 (p=0.093).","value":4.25,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-01-18–2026-09-18; cost=5bps","supports_verdict":"rejected","source_run_id":"r-calendar-effects-jp-all-0092","search_tsv":"'-01':11 '-09':14 '-18':12,15 '0.093':8 '2022':10 '2026':13 '4.25':6 '5bps':17 'best':1 'cost':16 'grid':2 'p':7 'period':9 'ratio':4 'sharp':3","cite_url":"https://qbuntu.ai/cite/calendar-effects-jp-all-fact-best-sharpe","strategy":{"slug":"calendar-effects-jp-all","name":"Calendar Effects (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/calendar-effects-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/calendar_effects_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-26T05:55:56","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"}