{"fact_id":"idiosyncratic-vol-jp-growth-fact-best-sharpe","strategy_slug":"idiosyncratic-vol-jp-growth","claim":"Best grid Sharpe ratio is 1.61 (p=0.0077).","value":1.61,"value_text":null,"unit":"sharpe_ratio","context":"period 2023-07-03–2026-06-01; cost=5bps","supports_verdict":"marginal","source_run_id":"r-idiosyncratic-vol-jp-growth-0000","search_tsv":"'-01':15 '-03':12 '-06':14 '-07':11 '0.0077':8 '1.61':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-growth-fact-best-sharpe","strategy":{"slug":"idiosyncratic-vol-jp-growth","name":"Idiosyncratic Volatility (JP Growth Stocks)","verdict":"marginal","url":"https://qbuntu.ai/strategies/idiosyncratic-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/idiosyncratic_vol_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T02:22:19","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"}