quantmodel — Implement Meta Walk-Forward: Max Sharpe / high tax efficiency

Objective

Implement Meta Walk-Forward: Max Sharpe / high tax efficiency.

Notes: Implemented tax-inefficiency-penalized Max Sharpe, persisted authenticated 643-month target and two six-constituent signals, exported Windmill page; neutral-history corr 0.7513, MAE 0.01085.

Approach

Reuses existing report research/findings/meta-max-sharpe-high-tax-t188.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 t188 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-max-sharpe-high-tax-t188.md
Task-history entry: research/findings/task-history.json#t188

Results

Conclusions and metrics are in research/findings/meta-max-sharpe-high-tax-t188.md; see detail page for preserved tables/metrics.

Conclusions

Implemented tax-inefficiency-penalized Max Sharpe, persisted authenticated 643-month target and two six-constituent signals, exported Windmill page; neutral-history corr 0.7513, MAE 0.01085.

Problems / follow-ups

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