{"fact_id":"earnings-reversal-short-jp-growth-fact-best-sharpe","strategy_slug":"earnings-reversal-short-jp-growth","claim":"Best grid Sharpe ratio is 1.54 (p=0.088).","value":1.54,"value_text":null,"unit":"sharpe_ratio","context":"period 2023-12-12–2026-05-29; cost=5bps; side=SHORT_ONLY","supports_verdict":"rejected","source_run_id":"r-earnings-reversal-short-jp-growth-0324","search_tsv":"'-05':14 '-12':11,12 '-29':15 '0.088':8 '1.54':6 '2023':10 '2026':13 '5bps':17 'best':1 'cost':16 'grid':2 'p':7 'period':9 'ratio':4 'sharp':3 'short':19 'side':18","cite_url":"https://qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-best-sharpe","strategy":{"slug":"earnings-reversal-short-jp-growth","name":"Earnings Reversal (JP Growth Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/earnings-reversal-short-jp-growth"},"provenance":{"tier":"shallow","git_sha_z":"bfafe7d","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/earnings_reversal_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-27T03:36:43","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"}