Objective
Port + verify Hybrid Asset Allocation - Simple vs AS metrics.
Notes: HAA Simple replicated 2015+: corr 0.9998 CAGRΔ +0.16%. HybridAssetAllocation.simple(); spec haa-simple.json. Findings: haa-simple-scale-batch.md.
Approach
Reuses existing report research/findings/haa-simple-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 t16):
7b6583f6research: t16 HAA Simple replicated vs AllocateSmartly (#14)7b6583f6research: t16 HAA Simple replicated vs AllocateSmartly (#14)- Source report:
research/findings/haa-simple-scale-batch.md - Task-history entry:
research/findings/task-history.json#t16
Results
Key table from source report (preserved):
| metric | ours | AS | notes |
|---|---|---|---|
| monthly corr | 0.9998 | — | gate ≥0.85 |
| overlap CAGR | 14.81% | 14.66% | Δ +0.16% |
| overlap bias (mo) | +0.00011 | — | tiny |
| full-window CAGR | 14.45% | 13.1% (1970+) | AS headline is full history |
| Sharpe (ours / AS) | 1.22 / 0.79 | — | different windows |
Conclusions and metrics are in research/findings/haa-simple-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
HAA Simple replicated 2015+: corr 0.9998 CAGRΔ +0.16%. HybridAssetAllocation.simple(); spec haa-simple.json. Findings: haa-simple-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.jsonidt16 - Findings:
research/findings/haa-simple-scale-batch.md - Commits:
7b6583f6,7b6583f6