{"fact_id":"earnings-yield-momentum-jp-all-fact-best-sharpe","strategy_slug":"earnings-yield-momentum-jp-all","claim":"Best grid Sharpe ratio is 2.18 (p=0.11).","value":2.18,"value_text":null,"unit":"sharpe_ratio","context":"period 2024-08-01–2026-02-02; cost=5bps","supports_verdict":"marginal","source_run_id":"r-earnings-yield-momentum-jp-all-0016","search_tsv":"'-01':12 '-02':14,15 '-08':11 '0.11':8 '2.18':6 '2024':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/earnings-yield-momentum-jp-all-fact-best-sharpe","strategy":{"slug":"earnings-yield-momentum-jp-all","name":"Earnings Yield x Momentum (JP All Stocks)","verdict":"marginal","url":"https://qbuntu.ai/strategies/earnings-yield-momentum-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/earnings_yield_momentum_grid.py","src/risk/regime.py"],"computed_asof":"2026-08-05T03:19:17","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"}