quantmodel — Pilot: port HAA + BAA onto Strategy protocol and verify vs AS metrics

Objective

Pilot: port HAA + BAA onto Strategy protocol and verify vs AS metrics.

Notes: HAA/BAA Strategy ports + AS pilot verify. HAA overlap corr 0.96 CAGR+0.9%; BAA corr 0.94 CAGR+2.5%. validate_weights NaN/ffill fix. Findings: haa-baa-pilot.md

Approach

Reuses existing report research/findings/haa-baa-pilot.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 t11):

c5cf22dd research: HAA/BAA Strategy ports + AllocateSmartly pilot verify (t11) (#7)
c5cf22dd research: HAA/BAA Strategy ports + AllocateSmartly pilot verify (t11) (#7)
Source report: research/findings/haa-baa-pilot.md
Task-history entry: research/findings/task-history.json#t11

Results

Key table from source report (preserved):

Piece	Role
`backtest/momentum.py`	Month-end avg / 13612W / price÷13-SMA signals
`backtest/haa.py`	`HybridAssetAllocation` (Balanced, PDBC commodities)
`backtest/baa.py`	`BoldAssetAllocation.balanced()` / `.aggressive()`
`research/as_verify`	Scrape AS members metrics + overlap CAGR/corr compare
`validate_weights` fix	Preserve all-NaN rows so month-end sparsify + engine ffill works

Conclusions and metrics are in research/findings/haa-baa-pilot.md; see detail page for preserved tables/metrics.

Conclusions

HAA/BAA Strategy ports + AS pilot verify. HAA overlap corr 0.96 CAGR+0.9%; BAA corr 0.94 CAGR+2.5%. validate_weights NaN/ffill fix. Findings: haa-baa-pilot.md

Problems / follow-ups

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