quantmodel — Evaluate GTAA momentum candidates (qm-4bx.3) (#716)

Objective

Evaluate GTAA momentum candidates (qm-4bx.3) (#716) (commit acaea001 — Evaluate GTAA momentum candidates (qm-4bx.3) (#716)).

Approach

Reuses research/findings/cross-asset-momentum-qm-4bx.3.md — preserved verbatim via pointer.

Files / code / data changed

Commit acaea001 (2026-08-08T14:19:53Z):

 research/cross_asset_momentum_evaluation.py        | 247 ++++++++++++++
 research/cross_asset_momentum_metrics.py           | 110 ++++++
 research/findings/README.md                        |   1 +
 .../findings/cross-asset-momentum-qm-4bx.3.json    | 378 +++++++++++++++++++++
 research/findings/cross-asset-momentum-qm-4bx.3.md | 153 +++++++++

Source report: research/findings/cross-asset-momentum-qm-4bx.3.md

Results

See research/findings/cross-asset-momentum-qm-4bx.3.md for tables/metrics/conclusions.

Conclusions

Commit acaea001 merged via PR; outcome inferred from commit success and subsequent build.

Problems / follow-ups

None fabricated; see linked findings.