{ "schema": "weighted-meta-web-publication-v1", "objective": "sharpe", "page_id": "meta-continuous-max-sharpe", "claim": "optimal", "training_window": [ "1991-01-31", "2023-07-31" ], "evaluation_window": [ "2023-08-31", "2026-07-31" ], "observations": { "evaluation": 36, "training": 391 }, "training_score": 1.9256508587273788, "evaluation": { "cumulative_return": 0.21888014288024848, "max_drawdown": -0.016904793107243132, "sharpe": 1.5652802999865145, "sortino": 3.2599024685924407 }, "weights": [ { "strategy_id": "predicting-us-treasury-returns", "weight": 0.24999999999999967 }, { "strategy_id": "david-varadis-percentile-channels", "weight": 0.1416556348872015 }, { "strategy_id": "grzegorz-links-global-growth-cycle", "weight": 0.09277540718461788 }, { "strategy_id": "black-box-defense-first", "weight": 0.09141859943205626 }, { "strategy_id": "meb-fabers-tactical-yield", "weight": 0.08676600466181132 }, { "strategy_id": "paul-chois-dividend-and-growth-allocation", "weight": 0.062049101200968355 }, { "strategy_id": "lewis-glenns-quint-switching-filtered-dynamic-bond", "weight": 0.05593263961987726 }, { "strategy_id": "fred-piards-annual-seasonality", "weight": 0.05111347997118652 }, { "strategy_id": "keller-and-keunings-vigilant-asset-allocation", "weight": 0.045325740789946896 }, { "strategy_id": "paul-novells-tactical-bond-strategy", "weight": 0.038039711863495806 }, { "strategy_id": "dujavas-quantpedia-gold-cross-asset-momentum", "weight": 0.02729522313252075 }, { "strategy_id": "paul-novells-bond-comp", "weight": 0.025308044076478037 }, { "strategy_id": "risk-premium-value-best-value", "weight": 0.01607565201264319 }, { "strategy_id": "david-varadis-growth-and-inflation-sector-timing", "weight": 0.008731641741181989 }, { "strategy_id": "sell-in-may-halloween-indicator", "weight": 0.006061044550194256 }, { "strategy_id": "nlx-finances-hybrid-asset-allocation-60-40", "weight": 0.001452074875820358 } ], "disclosure": "Selected in-sample; one-shot sealed evaluation; hypothetical; not Allocate Smartly equivalence.", "evidence": { "finalization_id": "sha256:5dd64fc1d068f6fbefde3c22db16e4caaa31b31b166acd59fb0d35ef2cbb77f9", "cohort_seal_id": "sha256:af5d69459e7a5be0670da05c5e13a33141619903ff5d25e9f32c4ae83deae577", "report_sha256": "sha256:097088b3614e39678c4731bbd677178d37aa970f6ec9c0ff36067a1d9f6f8cd5" }, "methodology": { "selection": "fixed continuous-weight optimization over AS strategy returns", "objective": "sharpe", "claim": "optimal", "training_window": "1991-01-31 to 2023-07-31", "evaluation_window": "2023-08-31 to 2026-07-31", "chart_source": "composed from public AllocateSmartly constituent returns \u00d7 sealed weights" }, "coverage": { "training_months": 391, "evaluation_months": 36, "constituent_count": 16, "asset_lookthrough": { "status": "bounded", "months": 5, "start": "2026-03", "end": "2026-07", "excluded_strategy_ids": [ "grzegorz-links-global-growth-cycle" ], "note": "Asset-weight history uses allocation-coverage 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