CPU-only/Python TDD plan: continuous-contract builder, TSMOM floor (1/3/12mo +
inverse-vol + vol-target), validation harness (CPCV/purge/embargo + PBO +
Deflated Sharpe + futures cost model), broad-universe data acquisition, and the
decisive verdict run (does the floor clear SV gates OOS after costs?). Tasks A-C
run immediately on local 4 instruments; D-E need Databento broad-universe history.
No ML, no GPU, no cluster.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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