Objective
Hard reverse-engineer Financial Mentor Optimum3 vs AS.
Notes: Optimum3 RE+replicated 2015+: corr 0.888 CAGRΔ -0.23%. Spec/port backtest/optimum3.py. Findings: as-optimum3-re.md
Approach
Reuses existing report research/findings/as-optimum3-re.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.
Files / code / data changed
Associated commits (inferred from log grep t102):
63d67716research: t102 Optimum3 reverse-engineered (corr 0.888) (#87)63d67716research: t102 Optimum3 reverse-engineered (corr 0.888) (#87)- Source report:
research/findings/as-optimum3-re.md - Task-history entry:
research/findings/task-history.json#t102
Results
Key table from source report (preserved):
| AS date | AS longs | ours | match |
|---|---|---|---|
| 2026-06-30 | PDBC/QQQ/VNQ | EWJ/QQQ/VNQ | miss (EWJ vs PDBC) |
| 2026-05-29 | EWJ/PDBC/QQQ | EWJ/PDBC/QQQ | exact |
| 2026-04-30 | EWJ/PDBC/QQQ | EWJ/PDBC/QQQ | exact |
| 2026-03-31 | EWJ/GLD/PDBC | EWJ/GLD/PDBC | exact |
| 2026-02-27 | EWJ/GLD/IEMG | EWJ/GLD/IEMG | exact |
| 2026-01-30 | EWJ/GLD/IEMG | EWJ/GLD/IEMG | exact |
| 2025-12…09 | EWJ/GLD/QQQ | EWJ/GLD/QQQ | exact (most) |
| 2025-08-29 | EWJ/GLD/QQQ | GLD/QQQ/VNQI | miss |
Conclusions and metrics are in research/findings/as-optimum3-re.md; see detail page for preserved tables/metrics.
Conclusions
Optimum3 RE+replicated 2015+: corr 0.888 CAGRΔ -0.23%. Spec/port backtest/optimum3.py. Findings: as-optimum3-re.md
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt102 - Findings:
research/findings/as-optimum3-re.md - Commits:
63d67716,63d67716