quantmodel — Port + verify Faber GTAA Aggressive 3 and 6 vs AS metrics

Objective

Port + verify Faber GTAA Aggressive 3 and 6 vs AS metrics.

Notes: GTAA Agg3/6 replicated 2015+: agg-3 corr 0.997 CAGRΔ +0.09%; agg-6 corr 0.998 Δ +0.39%. Specs/backtest/gtaa.py + runners. Findings: gtaa-scale-batch.md.

Approach

Reuses existing report research/findings/gtaa-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

No commit SHA confidently associated with t20 in sampled log [reconstructed — uncertain].
Source report: research/findings/gtaa-scale-batch.md
Task-history entry: research/findings/task-history.json#t20

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
gtaa-agg-3	replicated	0.997	+0.09%	top-3; sleeve cash on SMA fail
gtaa-agg-6	replicated	0.998	+0.39%	top-6; same universe/rules

Conclusions and metrics are in research/findings/gtaa-scale-batch.md; see detail page for preserved tables/metrics.

Conclusions

GTAA Agg3/6 replicated 2015+: agg-3 corr 0.997 CAGRΔ +0.09%; agg-6 corr 0.998 Δ +0.39%. Specs/backtest/gtaa.py + runners. Findings: gtaa-scale-batch.md.

Problems / follow-ups

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