quantmodel — Port + verify Tactical Permanent Portfolio vs AS metrics

Objective

Port + verify Tactical Permanent Portfolio vs AS metrics.

Notes: TPP replicated 2015+: corr 0.995 CAGRΔ +0.26%. Spec/backtest/tactical_permanent.py + runner (200d SMA 1d lag, 21d 1/vol RP, 60d cov ≤7% no leverage). June alloc exact SPY/IEF. Findings: tactical-permanent-portfolio-scale-batch.md.

Approach

Reuses existing report research/findings/tactical-permanent-portfolio-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 t50):

5538ba7a research: t50 Tactical Permanent Portfolio replicated vs AS (#47)
5538ba7a research: t50 Tactical Permanent Portfolio replicated vs AS (#47)
Source report: research/findings/tactical-permanent-portfolio-scale-batch.md
Task-history entry: research/findings/task-history.json#t50

Results

Key table from source report (preserved):

id	corr	overlap CAGRΔ	status
tactical-permanent-portfolio	0.995	+0.26%	replicated

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

Conclusions

TPP replicated 2015+: corr 0.995 CAGRΔ +0.26%. Spec/backtest/tactical_permanent.py + runner (200d SMA 1d lag, 21d 1/vol RP, 60d cov ≤7% no leverage). June alloc exact SPY/IEF. Findings: tactical-permanent-portfolio-scale-batch.md.

Problems / follow-ups

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