{"fact_id":"short-term-reversal-us-sp500-fact-best-sharpe","strategy_slug":"short-term-reversal-us-sp500","claim":"Best grid Sharpe ratio is 1.66 (p=0.00039).","value":1.66,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-01-18–2026-09-14; cost=5bps","supports_verdict":"marginal","source_run_id":"r-short-term-reversal-us-sp500-0101","search_tsv":"'-01':11 '-09':14 '-14':15 '-18':12 '0.00039':8 '1.66':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/short-term-reversal-us-sp500-fact-best-sharpe","strategy":{"slug":"short-term-reversal-us-sp500","name":"Short-Term Reversal (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/short-term-reversal-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/short_term_reversal_grid.py","src/risk/regime.py"],"computed_asof":"2026-09-24T02:22:15","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"}