quantmodel — Implement Meta Walk-Forward: max diversification / high tax efficiency

Source report: research/findings/meta-maximum-diversification-high-tax-t195.md

Objective

Implement Meta Walk-Forward: max diversification / high tax efficiency.

Notes: Implemented high-tax-efficiency maximum diversification, authenticated 643 target months and 14 constituent rows, SQLite-validated corr 0.76489 / MAE 0.00938, and added offline report/page.

Approach

Reuses existing report research/findings/meta-maximum-diversification-high-tax-t195.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 t195 in sampled log [reconstructed — uncertain].
Source report: research/findings/meta-maximum-diversification-high-tax-t195.md
Task-history entry: research/findings/task-history.json#t195

Results

Conclusions and metrics are in research/findings/meta-maximum-diversification-high-tax-t195.md; see detail page for preserved tables/metrics.

Conclusions

Implemented high-tax-efficiency maximum diversification, authenticated 643 target months and 14 constituent rows, SQLite-validated corr 0.76489 / MAE 0.00938, and added offline report/page.

Problems / follow-ups

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