{"fact_id":"momentum-volume-jp-all-fact-best-sharpe","strategy_slug":"momentum-volume-jp-all","claim":"Best grid Sharpe ratio is 0.76 (p=0.14).","value":0.76,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-05-02–2026-02-02; cost=5bps","supports_verdict":"rejected","source_run_id":"r-momentum-volume-jp-all-0033","search_tsv":"'-02':12,14,15 '-05':11 '0.14':8 '0.76':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/momentum-volume-jp-all-fact-best-sharpe","strategy":{"slug":"momentum-volume-jp-all","name":"Momentum × Volume Interaction (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/momentum-volume-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/momentum_volume_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-30T01:21:19","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"}