quantmodel — Port + verify TrendYCMacro vs AS metrics

Objective

Port + verify TrendYCMacro vs AS metrics.

Notes: TrendYCMacro replicated 2015+: corr 0.862 CAGRΔ -0.39%. Spec/backtest/trendycmacro.py + runner (24mo). Findings: trendycmacro-scale-batch.md.

Approach

Reuses existing report research/findings/trendycmacro-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 t53):

eac533ef research: t53 TrendYCMacro vs AllocateSmartly (#50)
eac533ef research: t53 TrendYCMacro vs AllocateSmartly (#50)
Source report: research/findings/trendycmacro-scale-batch.md
Task-history entry: research/findings/task-history.json#t53

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGR (ours / AS)	Δ
trendycmacro (t53)	0.862	8.60% / 9.00%	−0.39%
trendycmacro (t22 TB3MS YC)	0.887	8.68% / 9.00%	−0.32%
trendycmacro (t65 ALFRED as-of econ)	0.966	10.00% / 9.00%	+1.00%

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

Conclusions

TrendYCMacro replicated 2015+: corr 0.862 CAGRΔ -0.39%. Spec/backtest/trendycmacro.py + runner (24mo). Findings: trendycmacro-scale-batch.md.

Problems / follow-ups

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