quantmodel — Port + verify Classical AA Defensive and Offensive vs AS metrics

Objective

Port + verify Classical AA Defensive and Offensive vs AS metrics.

Notes: CAA Def/Off replicated 2015+: def corr 0.981 CAGRΔ +0.44%; off corr 0.989 Δ +0.45%. Spec/backtest/caa.py + runners. Findings: caa-scale-batch.md.

Approach

Reuses existing report research/findings/caa-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 t24):

7f027fbb research: Classical AA Def/Off replicated vs AllocateSmartly (t24) (#22)
7f027fbb research: Classical AA Def/Off replicated vs AllocateSmartly (t24) (#22)
Source report: research/findings/caa-scale-batch.md
Task-history entry: research/findings/task-history.json#t24

Results

Key table from source report (preserved):

id	corr	overlap CAGRΔ	status
caa-defensive	0.981	+0.44%	replicated
caa-offensive	0.989	+0.45%	replicated

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

Conclusions

CAA Def/Off replicated 2015+: def corr 0.981 CAGRΔ +0.44%; off corr 0.989 Δ +0.45%. Spec/backtest/caa.py + runners. Findings: caa-scale-batch.md.

Problems / follow-ups

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