{"fact_id":"volatility-ratio-reversal-us-sp500-fact-regime-up","strategy_slug":"volatility-ratio-reversal-us-sp500","claim":"Median Sharpe in UP regime is 0.12 across 432 runs.","value":0.12,"value_text":null,"unit":"sharpe_ratio","context":"Regime=UP, N225 SMA20/SMA60 classification.","supports_verdict":"rejected","source_run_id":null,"search_tsv":"'0.12':7 '432':9 'across':8 'classif':15 'median':1 'n225':13 'regim':5,11 'run':10 'sharp':2 'sma20/sma60':14","cite_url":"https://qbuntu.ai/cite/volatility-ratio-reversal-us-sp500-fact-regime-up","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"}