quantmodel — Port + verify Choi Dividend and Growth Allocation vs AS metrics

Objective

Port + verify Choi Dividend and Growth Allocation vs AS metrics.

Notes: Choi DGA replicated 2015+: corr 0.959 CAGRΔ +0.85%. Spec/backtest/choi_dga.py + macro DY/YC + runner (24mo). Findings: choi-dga-scale-batch.md.

Approach

Reuses existing report research/findings/choi-dga-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 t44):

62ce575e research: t44 Choi Dividend & Growth Allocation replicated (#42)
62ce575e research: t44 Choi Dividend & Growth Allocation replicated (#42)
Source report: research/findings/choi-dga-scale-batch.md
Task-history entry: research/findings/task-history.json#t44

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
choi-dividend-growth	0.959	+0.85%	replicated

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

Conclusions

Choi DGA replicated 2015+: corr 0.959 CAGRΔ +0.85%. Spec/backtest/choi_dga.py + macro DY/YC + runner (24mo). Findings: choi-dga-scale-batch.md.

Problems / follow-ups

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