quantmodel — Port + verify Lethargic Asset Allocation vs AS metrics

Objective

Port + verify Lethargic Asset Allocation vs AS metrics.

Notes: LAA replicated 2015+: corr 0.996 CAGRΔ +0.57%. Spec/backtest/laa.py + macro UNRATE + runner. Findings: laa-scale-batch.md.

Approach

Reuses existing report research/findings/laa-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 t23):

b878e024 research: Lethargic AA replicated vs AllocateSmartly (t23) (#21)
b878e024 research: Lethargic AA replicated vs AllocateSmartly (t23) (#21)
Source report: research/findings/laa-scale-batch.md
Task-history entry: research/findings/task-history.json#t23

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
laa	replicated	0.996	+0.57%	75% BH + 25% GTT-UE QQQ/cash

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

Conclusions

LAA replicated 2015+: corr 0.996 CAGRΔ +0.57%. Spec/backtest/laa.py + macro UNRATE + runner. Findings: laa-scale-batch.md.

Problems / follow-ups

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