quantmodel — Port + verify US + Global Risk Parity Trend Following vs AS metrics

Objective

Port + verify US + Global Risk Parity Trend Following vs AS metrics.

Notes: US+Global RPTF replicated 2015+: us corr 0.982 CAGRΔ +0.01%; global corr 0.976 Δ +0.49%. Spec/backtest/rptf.py + runners. Findings: rptf-scale-batch.md.

Approach

Reuses existing report research/findings/rptf-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 t29):

2246d6f3 research: US+Global Risk Parity Trend Following replicated vs AS (t29) (#27)
2246d6f3 research: US+Global Risk Parity Trend Following replicated vs AS (t29) (#27)
Source report: research/findings/rptf-scale-batch.md
Task-history entry: research/findings/task-history.json#t29

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
us-rptf	0.982	+0.01%	replicated
global-rptf	0.976	+0.49%	replicated

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

Conclusions

US+Global RPTF replicated 2015+: us corr 0.982 CAGRΔ +0.01%; global corr 0.976 Δ +0.49%. Spec/backtest/rptf.py + runners. Findings: rptf-scale-batch.md.

Problems / follow-ups

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