quantmodel — Port + verify Carlson Defense First vs AS metrics

Objective

Port + verify Carlson Defense First vs AS metrics.

Notes: Carlson Defense First replicated 2015+: corr 0.970 CAGRΔ +1.29%. Spec/backtest/defense_first.py + runner. Live alloc PDBC40/UUP30/SPY30 exact match. Findings: carlson-defense-first-scale-batch.md.

Approach

Reuses existing report research/findings/carlson-defense-first-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 t38):

6e73f175 research: t38 Carlson Defense First replicated vs AS (#36)
6e73f175 research: t38 Carlson Defense First replicated vs AS (#36)
Source report: research/findings/carlson-defense-first-scale-batch.md
Task-history entry: research/findings/task-history.json#t38

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
carlson-defense-first	0.970	+1.29%	replicated

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

Conclusions

Carlson Defense First replicated 2015+: corr 0.970 CAGRΔ +1.29%. Spec/backtest/defense_first.py + runner. Live alloc PDBC40/UUP30/SPY30 exact match. Findings: carlson-defense-first-scale-batch.md.

Problems / follow-ups

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