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Implement max-CAGR-at-vol kernel and wrappers

2026-08-15T19:39:40Z Research completed Added run_max_cagr_at_vol_walk_forward to research/optimizer3_meta.py and ASMetaTargetCAGR classes to backtest/meta_strategy.py, wiring runners and making the export produce two new strategy payloads with weight invariants and vol-band checks. Commit 6048fd68 touched 5 files (601 insertions) including optimizer3_meta, meta_strategy, runners and meta_export.
qm-7ad
Reconstructed — uncertain: some details inferred from git history/artifacts and marked below. Unsupported details omitted.

Objective

Complete pipeline task (#808) (commit 6048fd68 — qm-7ad: Complete pipeline task (#808)).

Approach

[reconstructed — uncertain] Reconstructed from git commit 6048fd68 and changed paths. No dedicated findings markdown found.

Files / code / data changed

 backtest/meta_strategy.py       | 128 +++++++++++++++++++
 research/as_verify/runners.py   | 164 +++++++++++++++++++++++-
 research/optimizer3_meta.py     | 277 ++++++++++++++++++++++++++++++++++++++--
 research/reports/meta_export.py |  45 +++++++
 research/reports/scaffold.py    |   2 +

Results

[reconstructed — uncertain] Commit message: qm-7ad: Complete pipeline task (#808). See commit diff and referenced findings for metrics.

Conclusions

Commit 6048fd68 merged via PR; outcome inferred from commit success and subsequent build.

Problems / follow-ups

Links

Source artifact: research/results/qm-7ad.md