1 Commits

Author SHA1 Message Date
jgrusewski
f203998613 feat: 60/40 paper-forward harness (the ~0.7-Sharpe non-crypto baseline)
Local CLI paper-forward test of 60% SPY / 40% IEF (ETF analog of the ES/ZN 60/40 backtest,
+0.72 Sharpe), mirroring the funding harness. Free Yahoo adjusted closes (dividends+coupons =
true total return). Subcommands snapshot/run/status. Books each real trading day once with
catch-up (handles weekends/missed runs); forward-start (no history backfill). Idempotent via
last_date. Daytime cron 12/15/18 UTC. Always-invested baseline -> confirms forward Sharpe
tracks the ~0.7 backtest, the clean no-phantom option available regardless of crypto regime.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-07 15:55:44 +02:00