{"fact_id":"ml-factor-lgbm-9f-jp-all-fact-best-sharpe","strategy_slug":"ml-factor-lgbm-9f-jp-all","claim":"Best grid Sharpe ratio is 5.00 (p=8.6e-26).","value":5,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-09-24; cost=5bps","supports_verdict":"promising","source_run_id":"r-ml-factor-lgbm-9f-jp-all-0642","search_tsv":"'-01':12 '-02':11 '-09':14 '-24':15 '2022':10 '2026':13 '5.00':6 '5bps':17 '8.6e-26':8 'best':1 'cost':16 'grid':2 'p':7 'period':9 'ratio':4 'sharp':3","cite_url":"https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-best-sharpe","strategy":{"slug":"ml-factor-lgbm-9f-jp-all","name":"LightGBM Factor Model (JP All Stocks)","verdict":"promising","url":"https://qbuntu.ai/strategies/ml-factor-lgbm-9f-jp-all"},"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/ml_factor_grid.py","src/risk/regime.py"],"computed_asof":"2026-10-01T02:33:38","numpy_version":"2.2.6","pandas_version":"2.3.3","python_version":"3.10.11","source_project":"qbuntu-analysis","git_sha_genkidama":"17a7674"},"license":"CC-BY-4.0"}