{"fact_id":"pair-trading-us-sp500-fact-best-sharpe","strategy_slug":"pair-trading-us-sp500","claim":"Best grid Sharpe ratio is 3.11 (p=9e-08).","value":3.11,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-03-09–2026-09-17; cost=5bps","supports_verdict":"promising","source_run_id":"r-pair-trading-us-sp500-0012","search_tsv":"'-03':11 '-09':12,14 '-17':15 '2022':10 '2026':13 '3.11':6 '5bps':17 '9e-08':8 'best':1 'cost':16 'grid':2 'p':7 'period':9 'ratio':4 'sharp':3","cite_url":"https://qbuntu.ai/cite/pair-trading-us-sp500-fact-best-sharpe","strategy":{"slug":"pair-trading-us-sp500","name":"Pairs Trading / Statistical Arbitrage (US S&P 500)","verdict":"promising","url":"https://qbuntu.ai/strategies/pair-trading-us-sp500"},"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/pair_trading_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T02:22:18","numpy_version":"2.4.2","pandas_version":"3.0.0","python_version":"3.12.10","source_project":"qbuntu-analysis","git_sha_genkidama":"17a7674"},"license":"CC-BY-4.0"}