quantmodel — Port + verify Varadi Percentile Channels vs AS metrics

Objective

Port + verify Varadi Percentile Channels vs AS metrics.

Notes: Varadi PC replicated 2015+: corr 0.913 CAGRΔ +0.20%. Spec/backtest/percentile_channels.py + runner. June alloc MAE ~53bps vs AS live. Findings: varadi-percentile-channels-scale-batch.md.

Approach

Reuses existing report research/findings/varadi-percentile-channels-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 t39):

12a28ad1 research: t39 Varadi Percentile Channels replicated (#37)
12a28ad1 research: t39 Varadi Percentile Channels replicated (#37)
Source report: research/findings/varadi-percentile-channels-scale-batch.md
Task-history entry: research/findings/task-history.json#t39

Results

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

Conclusions

Varadi PC replicated 2015+: corr 0.913 CAGRΔ +0.20%. Spec/backtest/percentile_channels.py + runner. June alloc MAE ~53bps vs AS live. Findings: varadi-percentile-channels-scale-batch.md.

Problems / follow-ups

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