quantmodel — Port + verify Gold Cross-Asset Momentum vs AS metrics

Objective

Port + verify Gold Cross-Asset Momentum vs AS metrics.

Notes: Gold CAM replicated 2015+: corr 0.9999 CAGRΔ -0.06%. Spec/backtest/gold_cam.py + runner. Findings: gold-cross-asset-momentum-scale-batch.md.

Approach

Reuses existing report research/findings/gold-cross-asset-momentum-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 t62):

bdfe0bc1 research: t62 Gold Cross-Asset Momentum replicated vs AS (#59)
bdfe0bc1 research: t62 Gold Cross-Asset Momentum replicated vs AS (#59)
Source report: research/findings/gold-cross-asset-momentum-scale-batch.md
Task-history entry: research/findings/task-history.json#t62

Results

Key table from source report (preserved):

id	monthly corr	overlap CAGRΔ	status
gold-cross-asset-momentum	0.9999	−0.06%	replicated

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

Conclusions

Gold CAM replicated 2015+: corr 0.9999 CAGRΔ -0.06%. Spec/backtest/gold_cam.py + runner. Findings: gold-cross-asset-momentum-scale-batch.md.

Problems / follow-ups

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