Max CAGR at Target Vol Metas (SPX and 60/40) - insufficient_evidence
Insufficient evidence qm-y8j-5-max-cagr-at-vol · 2026-08-15
Can a max-CAGR-at-vol Meta at SPX vol and at 60/40 vol beat its benchmark CAGR at matched vol?
Insufficient evidence: hypothesis, vol definition (annualized vol + MaxDD/downside rationale), distinctness, and frozen protocol complete; kernel extension not yet executed so quantitative evaluation pending via qm-7ad/qm-5ak.
Provenance
Equity vs S&P (aligned, rebased to 1.0)
No signal overlay for this experiment (parameter sweep / search)
Aligned window, both rebased to 1.0 at start — Aligned window, both rebased to 1.0 at start for fair comparison · S&P dashed, experiment solid. X = Date, Y = Equity (rebased to 1.0).
Signal driver & thresholds (x-aligned)
Signal timeline (sparse triggers)
Triggers when overlay takes over base strategy
Signal timeline — triggers shown as verticals on main chart above.
Stats
| CAGR | 0.00% | Sharpe | 0.00% |
|---|---|---|---|
| Sortino | 0.00% | maxDD | 0.00% |
Disposition
insufficient_evidence - not promoted; research preserved via experiments route; follow-ups will re-enter decision with walk-forward metrics.
Follow-on work
- Implement max-CAGR-at-vol kernel and wrappers
- Run full robustness and publish catalog pages
- Evaluate downside-vol and MaxDD constrained CAGR Metas
Errors & data gaps
Kernel not yet implemented; 6-8h walk-forward per variant pending No quantitative G11-G12 metrics yet
Follow-up
gh issue create --title "Follow-up Max CAGR at Target Vol Metas SPX and 6040 - insufficient_evi" --body "Follow-up to qm-y8j-5-max-cagr-at-vol: Can a max-CAGR-at-vol Meta at SPX vol and at 60/40 vol beat its benchmark CAGR a" --label "priority:p2" --label "pipeline:research" --label "agent:ready"