quantmodel — Implement Meta Walk-Forward: Max Sharpe / low rising-rate exposure

Objective

Implement Meta Walk-Forward: Max Sharpe / low rising-rate exposure.

Notes: Implemented rate-penalized Max Sharpe variant; authenticated 643 target months and 8-member current basket; SQLite probe corr 0.7732; exported Windmill payload/page.

Approach

Reuses existing report research/findings/meta-max-sharpe-low-rate-t187.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 t187 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-max-sharpe-low-rate-t187.md
Task-history entry: research/findings/task-history.json#t187

Results

Conclusions and metrics are in research/findings/meta-max-sharpe-low-rate-t187.md; see detail page for preserved tables/metrics.

Conclusions

Implemented rate-penalized Max Sharpe variant; authenticated 643 target months and 8-member current basket; SQLite probe corr 0.7732; exported Windmill payload/page.

Problems / follow-ups

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