Objective
Port + verify US Max Diversification vs AS metrics.
Notes: US Max Div replicated 2015+: corr 0.999 CAGRΔ +0.16%. Spec/backtest/us_opt.py MaxDiv + runner (48mo). Findings: us-maxdiv-scale-batch.md.
Approach
Reuses existing report research/findings/us-maxdiv-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 t35):
f09283e1research: t35 US Max Diversification replicated vs AS (#33)f09283e1research: t35 US Max Diversification replicated vs AS (#33)- Source report:
research/findings/us-maxdiv-scale-batch.md - Task-history entry:
research/findings/task-history.json#t35
Results
Key table from source report (preserved):
| id | monthly corr | overlap CAGRΔ | status |
|---|---|---|---|
| us-max-diversification | 0.999 | +0.16% | replicated |
Conclusions and metrics are in research/findings/us-maxdiv-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
US Max Div replicated 2015+: corr 0.999 CAGRΔ +0.16%. Spec/backtest/us_opt.py MaxDiv + runner (48mo). Findings: us-maxdiv-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.jsonidt35 - Findings:
research/findings/us-maxdiv-scale-batch.md - Commits:
f09283e1,f09283e1