{"fact_id":"trend-following-jp-all-fact-best-sharpe","strategy_slug":"trend-following-jp-all","claim":"Best grid Sharpe ratio is 0.82 (p=0.1).","value":0.82,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-02-02; cost=5bps","supports_verdict":"rejected","source_run_id":"r-trend-following-jp-all-0397","search_tsv":"'-01':12 '-02':11,14,15 '0.1':8 '0.82':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/trend-following-jp-all-fact-best-sharpe","strategy":{"slug":"trend-following-jp-all","name":"Trend Following / Donchian Breakout (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/trend-following-jp-all"},"provenance":{"tier":"shallow","git_sha_z":"bfafe7d","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/trend_following_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-28T01:10:02","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"}