Objective
Port + verify Accelerating Dual Momentum (+ Dynamic Bond) vs AS metrics.
Notes: ADM+DB replicated 2015+: adm corr 0.9996 CAGRΔ +0.46%; adm-db corr 0.9997 Δ +0.40%. Specs/backtest/adm.py + runners. Findings: adm-scale-batch.md.
Approach
Reuses existing report research/findings/adm-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 t19):
a7837a92research: t19 ADM + Dynamic Bond replicated vs AS (#19)a7837a92research: t19 ADM + Dynamic Bond replicated vs AS (#19)- Source report:
research/findings/adm-scale-batch.md - Task-history entry:
research/findings/task-history.json#t19
Results
Key table from source report (preserved):
| id | monthly corr | overlap CAGR (ours / AS) | Δ |
|---|---|---|---|
| adm | 0.9996 | 9.75% / 9.29% | +0.46% |
| adm-db | 0.9997 | 9.45% / 9.05% | +0.40% |
Conclusions and metrics are in research/findings/adm-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
ADM+DB replicated 2015+: adm corr 0.9996 CAGRΔ +0.46%; adm-db corr 0.9997 Δ +0.40%. Specs/backtest/adm.py + runners. Findings: adm-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.jsonidt19 - Findings:
research/findings/adm-scale-batch.md - Commits:
a7837a92,a7837a92