quantmodel — Port + verify Movement Capital Composite vs AS metrics

Objective

Port + verify Movement Capital Composite vs AS metrics.

Notes: MCC replicated 2015+: corr 0.9959 CAGRΔ +0.01%. Spec/backtest/mcc.py + runner. Findings: movement-capital-composite-scale-batch.md.

Approach

Reuses existing report research/findings/movement-capital-composite-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 t58):

ca9d0ca7 research: t58 Movement Capital Composite replicated vs AS (#55)
ca9d0ca7 research: t58 Movement Capital Composite replicated vs AS (#55)
Source report: research/findings/movement-capital-composite-scale-batch.md
Task-history entry: research/findings/task-history.json#t58

Results

Key table from source report (preserved):

id	corr (2015+)	overlap CAGRΔ	gate
movement-capital-composite	0.9959	+0.01%	replicated

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

Conclusions

MCC replicated 2015+: corr 0.9959 CAGRΔ +0.01%. Spec/backtest/mcc.py + runner. Findings: movement-capital-composite-scale-batch.md.

Problems / follow-ups

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