quantmodel

Meta Strategies

Compare walk-forward and continuous-weight Meta strategies in one canonical catalog.

18 meta strategies walk-forward and continuous-weight Generated 2026-09-26T05:26:36Z

Walk-Forward Meta

walk-forward
Meta Walk-Forward: Max SharpeM12.37%1.773.50-9.38%1970-01
Meta Walk-Forward: Max SortinoM12.79%1.763.61-8.29%1970-01
Meta Walk-Forward: Target Return = S&P 500M10.92%1.663.13-7.39%1970-01
Meta Walk-Forward: Target Risk = 60/40 BenchmarkM14.73%1.372.43-15.22%1970-01
Meta Walk-Forward: Max CAGR at SPX VolM——2.42-15.22%1970-01
Meta Walk-Forward: Max CAGR at 60/40 VolM——2.42-15.22%1970-01
Meta Walk-Forward: Max Sharpe (All Strategies)M——2.01-23.01%1920-09
Meta Walk-Forward: Max Sortino (All Strategies)M——2.02-23.01%1920-09
Meta Walk-Forward: Max CAGR at 60/40 Vol (All Strategies)M——1.41-21.52%1920-09
Meta Walk-Forward: Minimum CorrelationM13.24%1.843.87-8.00%1970-01
Meta Walk-Forward: Maximum DiversificationM11.32%1.914.12-8.23%1970-01
Meta Walk-Forward: Maximum Diversification / Low Rising-Rate ExposureM11.32%1.914.12-8.23%1970-01
Meta Walk-Forward: Maximum Diversification / High Tax EfficiencyM10.45%1.332.16-18.74%1970-01
Meta Walk-Forward: Minimum VarianceM8.63%1.783.58-8.31%1970-01
Meta Walk-Forward: Max Sharpe / Low Rising-Rate ExposureM12.72%1.833.71-8.28%1970-01
Meta Walk-Forward: Max Sharpe / High Tax EfficiencyM10.13%1.332.20-14.02%1970-01

Continuous-Weight Meta

continuous-weight
Continuous-weight Max SharpeM9.97%1.432.74-8.10%1996-01-31
Continuous-weight Max SortinoM10.64%1.472.81-8.10%1996-01-31