MST Multiple Spread Trading — Replication Package

Replication package for "Multiple Spread Trading: A Multivariate 
Mean-Reversion Framework Based on PCA Disalignment Detection Across 
Asset Classes" (Canepa, 2026).

Contains: TDI engine (tdi_core.py), backtest scripts, frozen TDI arrays, 
price data, canonical portfolio returns, candidate selection ledger, 
DSR/bootstrap replication scripts, and full verification suite 
(26/26 regression tests pass).

Canonical OOS Sharpe: 2.092 | N=141 trades | OOS: 2022-02-24 to 2026-03-09