{ "schema": "weighted-meta-web-publication-v1", "objective": "sortino", "page_id": "meta-continuous-max-sortino", "claim": "best_found", "training_window": [ "1991-01-31", "2023-07-31" ], "evaluation_window": [ "2023-08-31", "2026-07-31" ], "observations": { "evaluation": 36, "training": 391 }, "training_score": 4.661188782985325, "evaluation": { "cumulative_return": 0.2599495137854164, "max_drawdown": -0.02221151932026455, "sharpe": 1.9712499895442952, "sortino": 4.507255096396805 }, "weights": [ { "strategy_id": "predicting-us-treasury-returns", "weight": 0.2499999999991103 }, { "strategy_id": "black-box-defense-first", "weight": 0.13780407866107666 }, { "strategy_id": "meb-fabers-tactical-yield", "weight": 0.1151255482304456 }, { "strategy_id": "grzegorz-links-global-growth-cycle", "weight": 0.09825061294298502 }, { "strategy_id": "lewis-glenns-quint-switching-filtered-dynamic-bond", "weight": 0.09655878345772881 }, { "strategy_id": "fred-piards-annual-seasonality", "weight": 0.08854040102773937 }, { "strategy_id": "paul-chois-dividend-and-growth-allocation", "weight": 0.06826197925605158 }, { "strategy_id": "nlx-finances-hybrid-asset-allocation-60-40", "weight": 0.06316251469789966 }, { "strategy_id": "dujavas-quantpedia-gold-cross-asset-momentum", "weight": 0.0478735770350494 }, { "strategy_id": "keller-and-keunings-vigilant-asset-allocation", "weight": 0.017869081188068157 }, { "strategy_id": "keller-and-keunings-hybrid-asset-allocation", "weight": 0.009643409922429584 }, { "strategy_id": "risk-premium-value-best-value", "weight": 0.006910013579731864 }, { "strategy_id": "paul-novells-tactical-bond-strategy", "weight": 1.68402126974279e-12 } ], "disclosure": "Selected in-sample; one-shot sealed evaluation; hypothetical; not Allocate Smartly equivalence.", "evidence": { "finalization_id": "sha256:98e1580b0b169d6b31d71e2354a2611fc50f2608309547389717cb95b5d6f5d7", "cohort_seal_id": "sha256:af5d69459e7a5be0670da05c5e13a33141619903ff5d25e9f32c4ae83deae577", 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