{"fact_id":"idiosyncratic-vol-jp-all-fact-best-sharpe","strategy_slug":"idiosyncratic-vol-jp-all","claim":"Best grid Sharpe ratio is 1.26 (p=0.046).","value":1.26,"value_text":null,"unit":"sharpe_ratio","context":"period 2023-07-03–2026-02-02; cost=5bps","supports_verdict":"rejected","source_run_id":"r-idiosyncratic-vol-jp-all-0097","search_tsv":"'-02':14,15 '-03':12 '-07':11 '0.046':8 '1.26':6 '2023':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/idiosyncratic-vol-jp-all-fact-best-sharpe","strategy":{"slug":"idiosyncratic-vol-jp-all","name":"Idiosyncratic Volatility (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/idiosyncratic-vol-jp-all"},"provenance":{"tier":"shallow","git_sha_z":"18193e9","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/idiosyncratic_vol_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-30T01:21:28","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"}