quantmodel — Port + verify Glenn Quint Switching Filtered (± Dynamic Bond) vs AS metrics

Source report: research/findings/glenn-quint-switching-filtered-scale-batch.md

Objective

Port + verify Glenn Quint Switching Filtered (± Dynamic Bond) vs AS metrics.

Notes: QSF±DB replicated 2015+: qsf corr 0.995 CAGRΔ +0.69%; db corr 0.993 Δ +0.73%. Spec/backtest/quint_switching.py + runners. Findings: glenn-quint-switching-filtered-scale-batch.md.

Approach

Reuses existing report research/findings/glenn-quint-switching-filtered-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 t55):

32e645d0 research: t55 Glenn Quint Switching Filtered (± Dynamic Bond) (#52)
32e645d0 research: t55 Glenn Quint Switching Filtered (± Dynamic Bond) (#52)
Source report: research/findings/glenn-quint-switching-filtered-scale-batch.md
Task-history entry: research/findings/task-history.json#t55

Results

Key table from source report (preserved):

id	corr (2015+)	overlap CAGRΔ	gate
quint-switching-filtered	0.995	+0.69%	replicated
quint-switching-filtered-db	0.993	+0.73%	replicated

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

Conclusions

QSF±DB replicated 2015+: qsf corr 0.995 CAGRΔ +0.69%; db corr 0.993 Δ +0.73%. Spec/backtest/quint_switching.py + runners. Findings: glenn-quint-switching-filtered-scale-batch.md.

Problems / follow-ups

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