quantmodel — Hard reverse-engineer Financial Mentor All-Weather Quad Momentum vs AS

Objective

Hard reverse-engineer Financial Mentor All-Weather Quad Momentum vs AS.

Notes: AWQM RE+replicated 2015+: corr 0.945 CAGRΔ -1.20%. Spec/port backtest/awqm.py. Findings: as-awqm-re.md

Approach

Reuses existing report research/findings/as-awqm-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 t104):

21d54109 research: t104 AWQM reverse-engineered (corr 0.945) (#89)
21d54109 research: t104 AWQM reverse-engineered (corr 0.945) (#89)
Source report: research/findings/as-awqm-re.md
Task-history entry: research/findings/task-history.json#t104

Results

Key table from source report (preserved):

AS date	AS	ours	match
2026-06-30	SPY 100%	SPY 100%	exact
2026-05-29	GLD/SPY 50/50	GLD/SPY	exact
2026-04-30	GLD/SCZ 50/50	GLD/SCZ	exact
2026-03-31	GLD/Cash 50/50	GLD/Cash	exact
2025-12-31	GLD/SCZ 50/50	GLD/SCZ	exact
2025-09-30	GLD/SPY 50/50	GLD/SPY	exact

Conclusions and metrics are in research/findings/as-awqm-re.md; see detail page for preserved tables/metrics.

Conclusions

AWQM RE+replicated 2015+: corr 0.945 CAGRΔ -1.20%. Spec/port backtest/awqm.py. Findings: as-awqm-re.md

Problems / follow-ups

See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.