quantmodel — Implement Meta Walk-Forward: Max Sortino

Objective

Implement Meta Walk-Forward: Max Sortino.

Notes: Implemented annual Max Sortino approximation, authenticated/persisted 643 target months and 20 observed weight rows, validated corr 0.72542/MAE 0.01099, and added offline report/page.

Approach

Reuses existing report research/findings/meta-max-sortino-t189.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 t189 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-max-sortino-t189.md
Task-history entry: research/findings/task-history.json#t189

Results

Conclusions and metrics are in research/findings/meta-max-sortino-t189.md; see detail page for preserved tables/metrics.

Conclusions

Implemented annual Max Sortino approximation, authenticated/persisted 643 target months and 20 observed weight rows, validated corr 0.72542/MAE 0.01099, and added offline report/page.

Problems / follow-ups

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