quantmodel — Port + verify Excess Earnings Yield Valuation Only + with Momentum vs AS metrics

Objective

Port + verify Excess Earnings Yield Valuation Only + with Momentum vs AS metrics.

Notes: EEY val+mom replicated 2015+: val corr 0.9995 CAGRΔ +0.23%; mom corr 0.924 Δ +0.20%. Spec/backtest/eey.py + Shiller shillerdata.com + DFII10. Findings: eey-scale-batch.md.

Approach

Reuses existing report research/findings/eey-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 t51):

9c8bf82a research: t51 Excess Earnings Yield Valuation Only + Momentum vs AS (#48)
9c8bf82a research: t51 Excess Earnings Yield Valuation Only + Momentum vs AS (#48)
Source report: research/findings/eey-scale-batch.md
Task-history entry: research/findings/task-history.json#t51

Results

Key table from source report (preserved):

id	corr	overlap CAGRΔ	status
eey-valuation-only	0.9995	+0.23%	replicated
eey-with-momentum	0.924	+0.20%	replicated

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

Conclusions

EEY val+mom replicated 2015+: val corr 0.9995 CAGRΔ +0.23%; mom corr 0.924 Δ +0.20%. Spec/backtest/eey.py + Shiller shillerdata.com + DFII10. Findings: eey-scale-batch.md.

Problems / follow-ups

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