{"fact_id":"gap-reversal-short-us-sp500-fact-best-sharpe","strategy_slug":"gap-reversal-short-us-sp500","claim":"Best grid Sharpe ratio is 0.80 (p=0.08).","value":0.8,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-01-03–2026-09-21; cost=3bps; side=LONG","supports_verdict":"rejected","source_run_id":"r-gap-reversal-short-us-sp500-0948","search_tsv":"'-01':11 '-03':12 '-09':14 '-21':15 '0.08':8 '0.80':6 '2022':10 '2026':13 '3bps':17 'best':1 'cost':16 'grid':2 'long':19 'p':7 'period':9 'ratio':4 'sharp':3 'side':18","cite_url":"https://qbuntu.ai/cite/gap-reversal-short-us-sp500-fact-best-sharpe","strategy":{"slug":"gap-reversal-short-us-sp500","name":"Gap Reversal (US S&P 500)","verdict":"rejected","url":"https://qbuntu.ai/strategies/gap-reversal-short-us-sp500"},"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/gap_reversal_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T21:54:26","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"}