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
- No commit SHA confidently associated with
t192in sampled log [reconstructed — uncertain]. - Source report:
research/findings/meta-minimum-variance-t192.md - Task-history entry:
research/findings/task-history.json#t192
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
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt192 - Findings:
research/findings/meta-minimum-variance-t192.md