quantmodel — Port + verify US Equal Risk Contribution vs AS metrics

Objective

Port + verify US Equal Risk Contribution vs AS metrics.

Notes: US ERC replicated 2015+: corr 0.997 CAGRΔ +0.16%. Spec/backtest/us_opt.py + runner (48mo warmup). Findings: us-erc-scale-batch.md.

Approach

Reuses existing report research/findings/us-erc-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 t30):

a1179ef9 research: t30 US Equal Risk Contribution replicated (#28)
a1179ef9 research: t30 US Equal Risk Contribution replicated (#28)
Source report: research/findings/us-erc-scale-batch.md
Task-history entry: research/findings/task-history.json#t30

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
us-erc	0.997	+0.16%	replicated

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

Conclusions

US ERC replicated 2015+: corr 0.997 CAGRΔ +0.16%. Spec/backtest/us_opt.py + runner (48mo warmup). Findings: us-erc-scale-batch.md.

Problems / follow-ups

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