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Implement Meta Walk-Forward: minimum variance

2026-07-26T20:07:50Z Strategy implementation done Implemented annual long-only minimum-variance Meta objective; authenticated/persisted 643 target months and 14 constituent rows; SQLite c...
t192

Source report: research/findings/meta-minimum-variance-t192.md

Objective

Implement Meta Walk-Forward: minimum variance.

Notes: Implemented annual long-only minimum-variance Meta objective; authenticated/persisted 643 target months and 14 constituent rows; SQLite comparison corr 0.82163/MAE 0.00671; added tests, offline payload, and Windmill page.

Approach

Reuses existing report research/findings/meta-minimum-variance-t192.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.

Files / code / data changed

Results

Conclusions and metrics are in research/findings/meta-minimum-variance-t192.md; see detail page for preserved tables/metrics.

Conclusions

Implemented annual long-only minimum-variance Meta objective; authenticated/persisted 643 target months and 14 constituent rows; SQLite comparison corr 0.82163/MAE 0.00671; added tests, offline payload, and Windmill page.

Problems / follow-ups

Links

Source artifact: research/results/t192.md