quantmodel — Port + verify Livingston Mama + Papa Bear vs AS metrics

Objective

Port + verify Livingston Mama + Papa Bear vs AS metrics.

Notes: Mama+Papa replicated 2015+: mama corr 0.999 CAGRΔ +0.43%; papa corr 0.997 Δ +0.71%. Blog ETFs (not live IEMG/VBK proxies). Spec/backtest/livingston.py + runners. Findings: livingston-mama-papa-scale-batch.md.

Approach

Reuses existing report research/findings/livingston-mama-papa-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 t47):

23d5db3a research: t47 Livingston Mama + Papa Bear replicated vs AS (#44)
23d5db3a research: t47 Livingston Mama + Papa Bear replicated vs AS (#44)
Source report: research/findings/livingston-mama-papa-scale-batch.md
Task-history entry: research/findings/task-history.json#t47

Results

Key table from source report (preserved):

Variant	Universe (blog)	Momentum
Mama Bear	DBC, EEM, EFA, GLD, IWM, SHV/cash, SPY, TLT, VNQ	5-month total return
Papa Bear	BNDX, DBC, EEM, EFA, GLD, IEF, IWD, IWF, IWN, IWO, LQD, TLT, VNQ	mean(3/6/12-month)

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

Conclusions

Mama+Papa replicated 2015+: mama corr 0.999 CAGRΔ +0.43%; papa corr 0.997 Δ +0.71%. Blog ETFs (not live IEMG/VBK proxies). Spec/backtest/livingston.py + runners. Findings: livingston-mama-papa-scale-batch.md.

Problems / follow-ups

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