{"fact_id":"momentum-cross-sectional-us-sp500-fact-median-sharpe","strategy_slug":"momentum-cross-sectional-us-sp500","claim":"Median Sharpe across 960 grid runs is 0.76.","value":0.76,"value_text":null,"unit":"sharpe_ratio","context":"Full grid of 960 parameter combinations.","supports_verdict":"marginal","source_run_id":null,"search_tsv":"'0.76':8 '960':4,12 'across':3 'combin':14 'full':9 'grid':5,10 'median':1 'paramet':13 'run':6 'sharp':2","cite_url":"https://qbuntu.ai/cite/momentum-cross-sectional-us-sp500-fact-median-sharpe","strategy":{"slug":"momentum-cross-sectional-us-sp500","name":"Cross-Sectional Momentum (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/momentum-cross-sectional-us-sp500"},"provenance":{"tier":"shallow","git_sha_z":"bfafe7d","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/momentum_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-27T03:36:14","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"}