Objective
Port + verify Virag Momentum Based Balancing vs AS metrics.
Notes: Virag MBB replicated 2015+: corr 0.9996 CAGRΔ +0.54%. Spec/backtest/virag_mbb.py + runner. Findings: virag-momentum-based-balancing-scale-batch.md.
Approach
Reuses existing report research/findings/virag-momentum-based-balancing-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 t59):
c994201aresearch: t59 Virag Momentum Based Balancing replicated vs AS (#56)c994201aresearch: t59 Virag Momentum Based Balancing replicated vs AS (#56)- Source report:
research/findings/virag-momentum-based-balancing-scale-batch.md - Task-history entry:
research/findings/task-history.json#t59
Results
Key table from source report (preserved):
| id | corr (2015+) | overlap CAGRΔ | gate |
|---|---|---|---|
| virag-momentum-based-balancing | 0.9996 | +0.54% | replicated |
Conclusions and metrics are in research/findings/virag-momentum-based-balancing-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
Virag MBB replicated 2015+: corr 0.9996 CAGRΔ +0.54%. Spec/backtest/virag_mbb.py + runner. Findings: virag-momentum-based-balancing-scale-batch.md.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt59 - Findings:
research/findings/virag-momentum-based-balancing-scale-batch.md - Commits:
c994201a,c994201a