quantmodel — Improve EEY with Momentum corr vs AS

Objective

Improve EEY with Momentum corr vs AS.

Notes: EEY-mom ^GSPC CPI-real: corr 0.924→0.999 CAGRΔ +0.30%. Blog 4% RP/SPY rejected. Findings: eey-with-momentum-corr.md

Approach

Reuses existing report research/findings/eey-with-momentum-corr.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 t110):

1f3e1c41 research: t110 EEY-with-momentum corr 0.999 (^GSPC real) (#95)
1f3e1c41 research: t110 EEY-with-momentum corr 0.999 (^GSPC real) (#95)
Source report: research/findings/eey-with-momentum-corr.md
Task-history entry: research/findings/task-history.json#t110

Results

Key table from source report (preserved):

variant	corr	CAGRΔ	notes
baseline (SPY + CPI + 4% RP)	0.924	+0.13%	t51 port
Shiller P + real-only	0.964	+0.45%	month-avg P ≠ month-end
^GSPC + 4% RP (blog literal)	0.958	+0.27%	still short
^GSPC + CPI-real only (rp=0)	0.999	+0.30%	shipped
^GSPC + price-vs-MA (no CPI)	0.967	−0.44%	CPI deflation matters

Conclusions and metrics are in research/findings/eey-with-momentum-corr.md; see detail page for preserved tables/metrics.

Conclusions

EEY-mom ^GSPC CPI-real: corr 0.924→0.999 CAGRΔ +0.30%. Blog 4% RP/SPY rejected. Findings: eey-with-momentum-corr.md

Problems / follow-ups

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