Objective
Clarify levered continuous-weight 100% sleeves as post-filter renormalize (qm-72 (commit 5afd9dad — Clarify levered continuous-weight 100% sleeves as post-filter renormalize (qm-72f). (#627)).
Approach
Reuses research/findings/levered-cw-100pct-weights-qm-72f.md — preserved verbatim via pointer.
Files / code / data changed
- Commit
5afd9dad(2026-08-06T00:02:37Z):
docs/assets/js/site.js | 39 +++++---
.../meta-continuous-max-sharpe-lev-1.5.html | 2 +-
.../meta-continuous-max-sharpe-lev-2.5.html | 2 +-
.../meta-continuous-max-sharpe-lev-2.html | 2 +-
.../meta-continuous-max-sortino-lev-1.5.html | 2 +-- Source report:
research/findings/levered-cw-100pct-weights-qm-72f.md
Results
See research/findings/levered-cw-100pct-weights-qm-72f.md for tables/metrics/conclusions.
Conclusions
Commit 5afd9dad merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
5afd9dad - Task:
qm-72f - Findings:
research/findings/levered-cw-100pct-weights-qm-72f.md