quantmodel — Port + verify Composite Dual Momentum vs AS metrics

Objective

Port + verify Composite Dual Momentum vs AS metrics.

Notes: CDM replicated 2015+: corr 0.998 CAGRΔ +0.22%. Spec/backtest/cdm.py + runner. Findings: cdm-scale-batch.md.

Approach

Reuses existing report research/findings/cdm-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 t27):

3cfc4857 research: Composite Dual Momentum replicated vs AllocateSmartly (t27) (#25)
3cfc4857 research: Composite Dual Momentum replicated vs AllocateSmartly (t27) (#25)
Source report: research/findings/cdm-scale-batch.md
Task-history entry: research/findings/task-history.json#t27

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
cdm	replicated	0.998	+0.22%	4×25% dual-momentum modules vs BIL

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

Conclusions

CDM replicated 2015+: corr 0.998 CAGRΔ +0.22%. Spec/backtest/cdm.py + runner. Findings: cdm-scale-batch.md.

Problems / follow-ups

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