Continuous-weight Max Sharpe

Continuous-weight optimization over AS strategy returns (sealed full-history by default; monthly walk-forward when published with selection_mode=walk_forward_monthly). Distinct from the AS annual walk-forward Meta basket on meta-max-sharpe.

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Continuous-weight optimization

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Evidence: -

Cumulative returns

Composed from public constituent returns × published continuous weights (fixed or walk-forward).

Drawdown

Underwater path from composed monthly returns (peak-to-trough).

Monthly returns

Current strategy allocation

Latest continuous-weight sleeves from the published projection.

Strategy sleeveWeight

Current asset allocation

AssetWeight

Constituent-weight history

Published continuous weights (constant for sealed full-history; time-varying for monthly walk-forward).

Aggregate asset-weight history

Methodology & coverage