Objective
Port + verify NLX HAA 60/40 vs AS metrics.
Notes: NLX HAA 60/40 replicated 2015+: corr 0.9996 CAGRΔ +0.14%. HybridAssetAllocation.nlx_60_40() + offensive_weights. Findings: nlx-haa-60-40-scale-batch.md
Approach
Reuses existing report research/findings/nlx-haa-60-40-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
- No commit SHA confidently associated with
t76in sampled log [reconstructed — uncertain]. - Source report:
research/findings/nlx-haa-60-40-scale-batch.md - Task-history entry:
research/findings/task-history.json#t76
Results
Key table from source report (preserved):
| metric | ours | AS | notes |
|---|---|---|---|
| monthly corr | 0.9996 | — | gate ≥0.85 |
| overlap CAGR | 9.31% | 9.17% | Δ +0.14% |
| overlap bias (mo) | +0.00010 | — | tiny |
| full-window CAGR | 9.25% | 10.4% (1970+) | AS headline is full history |
| Sharpe (ours / AS) | 1.29 / 0.77 | — | different windows |
Conclusions and metrics are in research/findings/nlx-haa-60-40-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
NLX HAA 60/40 replicated 2015+: corr 0.9996 CAGRΔ +0.14%. HybridAssetAllocation.nlx_60_40() + offensive_weights. Findings: nlx-haa-60-40-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.jsonidt76 - Findings:
research/findings/nlx-haa-60-40-scale-batch.md