quantmodel — Port + verify Resilient AA (± Dynamic Bond) vs AS metrics

Objective

Port + verify Resilient AA (± Dynamic Bond) vs AS metrics.

Notes: RAA±DB replicated 2015+: raa corr 0.992 CAGRΔ +0.84%; raa-db corr 0.975 Δ -0.12%. Spec/backtest/raa.py + runners (UE YoY + EEM/AGG 13612W; blog IWN). Findings: raa-scale-batch.md.

Approach

Reuses existing report research/findings/raa-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 t52):

d7cd5d5b research: t52 Resilient AA (± Dynamic Bond) vs AS (#49)
d7cd5d5b research: t52 Resilient AA (± Dynamic Bond) vs AS (#49)
Source report: research/findings/raa-scale-batch.md
Task-history entry: research/findings/task-history.json#t52

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGR (ours / AS)	Δ
raa	0.992	4.87% / 4.02%	+0.84%
raa-db	0.975	4.70% / 4.82%	−0.12%

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

Conclusions

RAA±DB replicated 2015+: raa corr 0.992 CAGRΔ +0.84%; raa-db corr 0.975 Δ -0.12%. Spec/backtest/raa.py + runners (UE YoY + EEM/AGG 13612W; blog IWN). Findings: raa-scale-batch.md.

Problems / follow-ups

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