quantmodel — Implement Meta Walk-Forward: target return = S&P 500

Objective

Implement Meta Walk-Forward: target return = S&P 500.

Notes: Implemented minimum-variance S&P 500 target-return objective with explicit benchmark estimator/infeasible fallback, authenticated 643-month target and 9-strategy current basket persisted to SQLite, tests, offline payload, and Windmill page (corr 0.67557).

Approach

Reuses existing report research/findings/meta-target-return-sp500-t190.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 t190 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-target-return-sp500-t190.md
Task-history entry: research/findings/task-history.json#t190

Results

Conclusions and metrics are in research/findings/meta-target-return-sp500-t190.md; see detail page for preserved tables/metrics.

Conclusions

Implemented minimum-variance S&P 500 target-return objective with explicit benchmark estimator/infeasible fallback, authenticated 643-month target and 9-strategy current basket persisted to SQLite, tests, offline payload, and Windmill page (corr 0.67557).

Problems / follow-ups

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