quantmodel — Port + verify Zakamulin Optimal Trend Following vs AS metrics

Objective

Port + verify Zakamulin Optimal Trend Following vs AS metrics.

Notes: Optimal TF replicated 2015+: corr 0.9998 CAGRΔ +0.07%. Spec/backtest/optimal_tf.py + runner (36mo). NB(4) weights digitized from AS chart. Findings: zakamulin-optimal-tf-scale-batch.md.

Approach

Reuses existing report research/findings/zakamulin-optimal-tf-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 t54):

766da081 research: t54 Zakamulin Optimal Trend Following vs AS (#51)
766da081 research: t54 Zakamulin Optimal Trend Following vs AS (#51)
Source report: research/findings/zakamulin-optimal-tf-scale-batch.md
Task-history entry: research/findings/task-history.json#t54

Results

Key table from source report (preserved):

id	status	monthly corr	overlap CAGRΔ	notes
zakamulin-optimal-tf	replicated	0.9998	+0.07%	NB(4) 30-lag return weights from AS chart

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

Conclusions

Optimal TF replicated 2015+: corr 0.9998 CAGRΔ +0.07%. Spec/backtest/optimal_tf.py + runner (36mo). NB(4) weights digitized from AS chart. Findings: zakamulin-optimal-tf-scale-batch.md.

Problems / follow-ups

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