SPY Daily Volatility Target

[H-spy-1d-vol-target] Continuous volatility-targeted exposure research strategy. Holds SPY at weight min(1, vol_target / ATR%) and rebalances only when the target drifts from the held weight by more than a deadband. Unlevered, long-only; exposure shrinks as realized volatility rises. Attempt #2: recompiled under v10 where atr value_pct = 100*ATR/close (M-2026-07-16-c).