Objective
Port + verify US Min Correlation vs AS metrics.
Notes: US Min Correlation replicated 2015+: corr 0.999 CAGRΔ +0.23%. Spec/backtest/us_opt.py MinCorr + runner (48mo). Live alloc matches mincorr not mincorr2. Findings: us-mincorr-scale-batch.md.
Approach
Reuses existing report research/findings/us-mincorr-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 t31):
956df90fresearch: t31 US Min Correlation replicated vs AS (#29)956df90fresearch: t31 US Min Correlation replicated vs AS (#29)- Source report:
research/findings/us-mincorr-scale-batch.md - Task-history entry:
research/findings/task-history.json#t31
Results
Key table from source report (preserved):
| id | monthly corr | overlap CAGRΔ | status |
|---|---|---|---|
| us-min-correlation | 0.999 | +0.23% | replicated |
Conclusions and metrics are in research/findings/us-mincorr-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
US Min Correlation replicated 2015+: corr 0.999 CAGRΔ +0.23%. Spec/backtest/us_opt.py MinCorr + runner (48mo). Live alloc matches mincorr not mincorr2. Findings: us-mincorr-scale-batch.md.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt31 - Findings:
research/findings/us-mincorr-scale-batch.md - Commits:
956df90f,956df90f