{"fact_id":"garman-klass-vol-jp-growth-fact-best-sharpe","strategy_slug":"garman-klass-vol-jp-growth","claim":"Best grid Sharpe ratio is 1.32 (p=0.0054).","value":1.32,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-09-01; cost=5bps","supports_verdict":"marginal","source_run_id":"r-garman-klass-vol-jp-growth-0080","search_tsv":"'-01':12,15 '-02':11 '-09':14 '0.0054':8 '1.32':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/garman-klass-vol-jp-growth-fact-best-sharpe","strategy":{"slug":"garman-klass-vol-jp-growth","name":"Garman-Klass Volatility Factor (JP Growth Stocks)","verdict":"marginal","url":"https://qbuntu.ai/strategies/garman-klass-vol-jp-growth"},"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/garman_klass_vol_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T02:22:18","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"}