{"fact_id":"volatility-ratio-reversal-us-sp500-fact-best-sharpe","strategy_slug":"volatility-ratio-reversal-us-sp500","claim":"Best grid Sharpe ratio is 0.70 (p=0.14).","value":0.7,"value_text":null,"unit":"sharpe_ratio","context":"period 2022-02-01–2026-06-01; cost=5bps","supports_verdict":"rejected","source_run_id":"r-volatility-ratio-reversal-us-sp500-0386","search_tsv":"'-01':12,15 '-02':11 '-06':14 '0.14':8 '0.70':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/volatility-ratio-reversal-us-sp500-fact-best-sharpe","strategy":{"slug":"volatility-ratio-reversal-us-sp500","name":"Volatility Ratio Reversal (US S&P 500)","verdict":"rejected","url":"https://qbuntu.ai/strategies/volatility-ratio-reversal-us-sp500"},"provenance":{"tier":"shallow","git_sha_z":"2f23bb7","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/volatility_ratio_grid.py","src/risk/regime.py"],"computed_asof":"2026-08-02T16:26:03","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"}