Continuous-weight Max Sharpe
Fixed continuous-weight optimization with sealed holdout evaluation. Distinct from the AS walk-forward Meta basket on meta-max-sharpe.
Continuous-weight optimization
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Evidence: -
Performance metrics
| Metric | Ours |
|---|
Cumulative returns
Composed from public constituent returns × sealed fixed weights.
Monthly returns
Current strategy allocation
Fixed continuous-weight sleeves from the sealed projection.
| Strategy sleeve | Weight |
|---|
Current asset allocation
| Asset | Weight |
|---|
Constituent-weight history
Fixed continuous weights (constant over the composed history).