quantmodel — Port + verify Faber 12-Month High Switch Dynamic Bond vs AS metrics

Objective

Port + verify Faber 12-Month High Switch Dynamic Bond vs AS metrics.

Notes: Faber 12m High Switch DB replicated 2015+: corr 0.972 CAGRΔ +0.58%. Spec/backtest/high_switch.py + runner. Findings: faber-12m-high-switch-db-scale-batch.md.

Approach

Reuses existing report research/findings/faber-12m-high-switch-db-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 t37):

b65dd8e9 research: t37 Faber 12m High Switch DB replicated vs AS (#35)
b65dd8e9 research: t37 Faber 12m High Switch DB replicated vs AS (#35)
Source report: research/findings/faber-12m-high-switch-db-scale-batch.md
Task-history entry: research/findings/task-history.json#t37

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
faber-12m-high-switch-db	0.972	+0.58%	replicated

Conclusions and metrics are in research/findings/faber-12m-high-switch-db-scale-batch.md; see detail page for preserved tables/metrics.

Conclusions

Faber 12m High Switch DB replicated 2015+: corr 0.972 CAGRΔ +0.58%. Spec/backtest/high_switch.py + runner. Findings: faber-12m-high-switch-db-scale-batch.md.

Problems / follow-ups

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