quantmodel — Port + verify Efficiente Index vs AS metrics

Objective

Port + verify Efficiente Index vs AS metrics.

Notes: Efficiente replicated 2015+: corr 0.992 CAGRΔ +1.08%. Spec/backtest/efficiente.py + runner (126d MVO, AS caps, <2% drop; live IEMG/PDBC). Findings: efficiente-index-scale-batch.md.

Approach

Reuses existing report research/findings/efficiente-index-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 t49):

0672ae50 research: t49 Efficiente Index replicated vs AS (#46)
0672ae50 research: t49 Efficiente Index replicated vs AS (#46)
Source report: research/findings/efficiente-index-scale-batch.md
Task-history entry: research/findings/task-history.json#t49

Results

Key table from source report (preserved):

Group	Assets	Group max	Asset max
Dev equities	SPY, IWM, EFA	50%	20 / 10 / 20
Bonds	TLT, LQD, HYG	50%	20 each
Emerging	EEM/IEMG, EMB	25%	20 each
Alts	VNQ, DBC/PDBC, GLD	25%	20 / 10 / 10
TIPS + cash	TIP, CASH	50%	50 / 50

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

Conclusions

Efficiente replicated 2015+: corr 0.992 CAGRΔ +1.08%. Spec/backtest/efficiente.py + runner (126d MVO, AS caps, <2% drop; live IEMG/PDBC). Findings: efficiente-index-scale-batch.md.

Problems / follow-ups

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