Objective
prototype commodity/trend sleeve without DBC/PDBC (gap 3) - CTA ETF exa (commit 117832e7 — qm-2jmc: prototype commodity/trend sleeve without DBC/PDBC (gap 3) - CTA ETF exact-support (reject, cost-aware) (#789)).
Approach
[reconstructed — uncertain] Reconstructed from git commit 117832e7 and changed paths. No dedicated findings markdown found.
Files / code / data changed
- Commit
117832e7(2026-08-14T05:16:29Z):
backtest/cta_etf_exact.py | 105 +
.../cta-etf-exact-qm-2jmc.alloc_ours.json | 3474 ++++++++++++++++++++
.../cta-etf-exact-qm-2jmc.monthly_ours.json | 814 +++++
.../evidence-manifest-cta-etf-exact-qm-2jmc.json | 52 +
research/findings/specs/cta-etf-exact-qm-2jmc.json | 117 +Results
[reconstructed — uncertain] Commit message: qm-2jmc: prototype commodity/trend sleeve without DBC/PDBC (gap 3) - CTA ETF exact-support (reject, cost-aware) (#789). See commit diff and referenced findings for metrics.
Conclusions
Commit 117832e7 merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
117832e7 - Task:
qm-2jmc