quantmodel — Port + verify Stoken ACA Monthly (± Dynamic Bond) vs AS metrics

Objective

Port + verify Stoken ACA Monthly (± Dynamic Bond) vs AS metrics.

Notes: ACA monthly+DB replicated 2015+: monthly corr 0.996 CAGRΔ -0.17%; db corr 0.984 Δ -0.29%. Spec/backtest/aca.py + runners. Findings: aca-scale-batch.md.

Approach

Reuses existing report research/findings/aca-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 t28):

e66fdc68 research: Stoken ACA Monthly (+DB) replicated vs AllocateSmartly (t28) (#26)
e66fdc68 research: Stoken ACA Monthly (+DB) replicated vs AllocateSmartly (t28) (#26)
Source report: research/findings/aca-scale-batch.md
Task-history entry: research/findings/task-history.json#t28

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
aca-monthly	replicated	0.996	−0.17%	3×1/3 Donchian slices
aca-monthly-db	replicated	0.984	−0.29%	+ Dynamic Bond upper-channel gate on IEF/TLT

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

Conclusions

ACA monthly+DB replicated 2015+: monthly corr 0.996 CAGRΔ -0.17%; db corr 0.984 Δ -0.29%. Spec/backtest/aca.py + runners. Findings: aca-scale-batch.md.

Problems / follow-ups

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