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Port + verify Accelerating Dual Momentum (+ Dynamic Bond) vs AS metrics

2026-07-22T20:50:24Z Strategy implementation done ADM+DB replicated 2015+: adm corr 0
t19

Source report: research/findings/adm-scale-batch.md

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):

Results

Key table from source report (preserved):

idmonthly corroverlap CAGR (ours / AS)Δ
adm0.99969.75% / 9.29%+0.46%
adm-db0.99979.45% / 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

Links

Source artifact: research/results/t19.md