quantmodel — Implement Meta Walk-Forward: Max Sharpe

Objective

Implement Meta Walk-Forward: Max Sharpe.

Notes: Implemented annual Max Sharpe approximation with 60m estimator, <=10 cap, 5% cutoff, lag, observed overrides; authenticated/persisted 643 target months + 18 current weight rows; SQLite-backed comparison corr 0.79369, MAE 0.00933.

Approach

Reuses existing report research/findings/meta-max-sharpe-t184.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.

Files / code / data changed

No commit SHA confidently associated with t184 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-max-sharpe-t184.md
Task-history entry: research/findings/task-history.json#t184

Results

Conclusions and metrics are in research/findings/meta-max-sharpe-t184.md; see detail page for preserved tables/metrics.

Conclusions

Implemented annual Max Sharpe approximation with 60m estimator, <=10 cap, 5% cutoff, lag, observed overrides; authenticated/persisted 643 target months + 18 current weight rows; SQLite-backed comparison corr 0.79369, MAE 0.00933.

Problems / follow-ups

See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.