{"fact_id":"liquidity-premium-us-sp500-fact-best-sharpe","strategy_slug":"liquidity-premium-us-sp500","claim":"Best grid Sharpe ratio is 1.34 (p=0.0053).","value":1.34,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-09-01; cost=5bps","supports_verdict":"marginal","source_run_id":"r-liquidity-premium-us-sp500-0053","search_tsv":"'-01':12,15 '-02':11 '-09':14 '0.0053':8 '1.34':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/liquidity-premium-us-sp500-fact-best-sharpe","strategy":{"slug":"liquidity-premium-us-sp500","name":"Liquidity Premium / Amihud Illiquidity (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/liquidity-premium-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/liquidity_premium_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T02:22:20","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"}