Objective
Port + verify Generalized Protective Momentum vs AS metrics.
Notes: GPM replicated 2015+: corr 0.998 CAGRΔ +0.18%. Spec/backtest/gpm.py + runner. Findings: gpm-scale-batch.md.
Approach
Reuses existing report research/findings/gpm-scale-batch.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 t15):
40240485research: t15 GPM replicated vs AllocateSmartly (#13)40240485research: t15 GPM replicated vs AllocateSmartly (#13)- Source report:
research/findings/gpm-scale-batch.md - Task-history entry:
research/findings/task-history.json#t15
Results
Key table from source report (preserved):
| metric | ours | AS | notes |
|---|---|---|---|
| monthly corr | 0.998 | — | gate ≥0.85 |
| overlap CAGR | 6.19% | 6.01% | Δ +0.18% |
| overlap bias (mo) | +0.00014 | — | tiny |
| full-window CAGR | 6.51% | 11.9% (1973+) | AS headline is full history |
Conclusions and metrics are in research/findings/gpm-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
GPM replicated 2015+: corr 0.998 CAGRΔ +0.18%. Spec/backtest/gpm.py + runner. Findings: gpm-scale-batch.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.jsonidt15 - Findings:
research/findings/gpm-scale-batch.md - Commits:
40240485,40240485