quantmodel — Audit replicated strategies with weak corr / large CAGRΔ; improve strat or engine

Objective

Audit replicated strategies with weak corr / large CAGRΔ; improve strat or engine.

Notes: Audited 66 replicas by corr/CAGRΔ. Shipped TrendYCMacro TB3MS≻DGS3MO YC: corr 0.862→0.887 CAGRΔ −0.32%. Residual: ALFRED econ + GGC mid-month. Findings: weak-corr-audit.md

Approach

Reuses existing report research/findings/weak-corr-audit.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 t22):

93b29df8 research: t22 weak-corr audit + TrendYCMacro TB3MS YC fix (#62)
5e578c85 research: scrub named strategies from t22 journal entry (#17)
c83b805f research: add t22 to audit/improve weak corr and CAGRΔ replicas (#16)
Source report: research/findings/weak-corr-audit.md
Task-history entry: research/findings/task-history.json#t22

Results

Conclusions and metrics are in research/findings/weak-corr-audit.md; see detail page for preserved tables/metrics.

Conclusions

Audited 66 replicas by corr/CAGRΔ. Shipped TrendYCMacro TB3MS≻DGS3MO YC: corr 0.862→0.887 CAGRΔ −0.32%. Residual: ALFRED econ + GGC mid-month. Findings: weak-corr-audit.md

Problems / follow-ups

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