{"fact_id":"momentum-volume-us-sp500-fact-best-sharpe","strategy_slug":"momentum-volume-us-sp500","claim":"Best grid Sharpe ratio is 1.34 (p=0.0079).","value":1.34,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-05-02–2026-06-01; cost=5bps","supports_verdict":"marginal","source_run_id":"r-momentum-volume-us-sp500-0016","search_tsv":"'-01':15 '-02':12 '-05':11 '-06':14 '0.0079':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/momentum-volume-us-sp500-fact-best-sharpe","strategy":{"slug":"momentum-volume-us-sp500","name":"Momentum × Volume Interaction (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/momentum-volume-us-sp500"},"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":"2026-07-30T01:20:50","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"}