{"fact_id":"overnight-intraday-jp-growth-fact-avg-corr-full","strategy_slug":"overnight-intraday-jp-growth","claim":"Average monthly return correlation with other strategies (full period): 0.09","value":0.0855,"value_text":null,"unit":"correlation","context":"Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period","supports_verdict":"rejected","source_run_id":null,"search_tsv":"'0.09':10 '42':18 'across':17 'averag':1 'backtest':21 'correl':4,13 'full':8,20 'month':2,15 'pairwis':11 'pearson':12 'period':9,22 'return':3,16 'strategi':7,19","cite_url":"https://qbuntu.ai/cite/overnight-intraday-jp-growth-fact-avg-corr-full","strategy":{"slug":"overnight-intraday-jp-growth","name":"Overnight vs Intraday Return (JP Growth Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/overnight-intraday-jp-growth"},"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/overnight_intraday_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-29T01:09:08","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"}