quantmodel — Port + verify Faber Trinity Portfolio Lite vs AS metrics

Objective

Port + verify Faber Trinity Portfolio Lite vs AS metrics.

Notes: Trinity Lite replicated 2015+: corr 0.999 CAGRΔ +0.43%. Spec/backtest/trinity.py + runner. Findings: trinity-scale-batch.md.

Approach

Reuses existing report research/findings/trinity-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 t25):

5c7502f0 research: Trinity Portfolio Lite replicated vs AllocateSmartly (t25) (#23)
5c7502f0 research: Trinity Portfolio Lite replicated vs AllocateSmartly (t25) (#23)
Source report: research/findings/trinity-scale-batch.md
Task-history entry: research/findings/task-history.json#t25

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
trinity-lite	replicated	0.999	+0.43%	50% permanent GMP + 50% top-5 tactical

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

Conclusions

Trinity Lite replicated 2015+: corr 0.999 CAGRΔ +0.43%. Spec/backtest/trinity.py + runner. Findings: trinity-scale-batch.md.

Problems / follow-ups

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