{"fact_id":"ts-momentum-jp-all-fact-best-sharpe","strategy_slug":"ts-momentum-jp-all","claim":"Best grid Sharpe ratio is 1.09 (p=0.032).","value":1.09,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-03-01–2026-02-02; cost=5bps","supports_verdict":"rejected","source_run_id":"r-ts-momentum-jp-all-0006","search_tsv":"'-01':12 '-02':14,15 '-03':11 '0.032':8 '1.09':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/ts-momentum-jp-all-fact-best-sharpe","strategy":{"slug":"ts-momentum-jp-all","name":"Time-Series Momentum (JP All Stocks)","verdict":"rejected","url":"https://qbuntu.ai/strategies/ts-momentum-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/ts_momentum_grid.py","src/risk/regime.py"],"computed_asof":"2026-07-28T01:10:24","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"}