quantmodel — Port + verify Pragmatic AA Original + Amended vs AS metrics

Objective

Port + verify Pragmatic AA Original + Amended vs AS metrics.

Notes: Pragmatic AA Orig+Amended replicated 2015+: orig corr 0.981 CAGRΔ -0.47%; amended corr 0.982 Δ -0.49%. Spec/backtest/pragmatic_aa.py + runners (IEMG; Amended YC 12m cap). Findings: pragmatic-aa-scale-batch.md.

Approach

Reuses existing report research/findings/pragmatic-aa-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 t43):

c8234e73 research: t43 Pragmatic AA Original+Amended replicated (#41)
c8234e73 research: t43 Pragmatic AA Original+Amended replicated (#41)
Source report: research/findings/pragmatic-aa-scale-batch.md
Task-history entry: research/findings/task-history.json#t43

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
pragmatic-aa-original	0.981	−0.47%	replicated
pragmatic-aa-amended	0.982	−0.49%	replicated

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

Conclusions

Pragmatic AA Orig+Amended replicated 2015+: orig corr 0.981 CAGRΔ -0.47%; amended corr 0.982 Δ -0.49%. Spec/backtest/pragmatic_aa.py + runners (IEMG; Amended YC 12m cap). Findings: pragmatic-aa-scale-batch.md.

Problems / follow-ups

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