quantmodel — Port + verify Golden Butterfly vs AS metrics

Objective

Port + verify Golden Butterfly vs AS metrics.

Notes: Golden Butterfly replicated 2015+: corr 0.9935 CAGRΔ +0.66%. GoldenButterfly.live_vbr() annual rebalance VBR. Findings: golden-butterfly-scale-batch.md

Approach

Reuses existing report research/findings/golden-butterfly-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 t77):

a7bcb687 research: t75–t77 NLX HAA 60/40 + Golden Butterfly replicated (#69)
a7bcb687 research: t75–t77 NLX HAA 60/40 + Golden Butterfly replicated (#69)
Source report: research/findings/golden-butterfly-scale-batch.md
Task-history entry: research/findings/task-history.json#t77

Results

Key table from source report (preserved):

metric	ours	AS	notes
monthly corr	0.9935	—	gate ≥0.85
overlap CAGR	7.60%	6.94%	Δ +0.66%
overlap bias (mo)	+0.00052	—	small
full-window CAGR	7.77%	9.6% (1970+)	AS headline is full history
Sharpe (ours / AS)	0.93 / 0.59	—	different windows

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

Conclusions

Golden Butterfly replicated 2015+: corr 0.9935 CAGRΔ +0.66%. GoldenButterfly.live_vbr() annual rebalance VBR. Findings: golden-butterfly-scale-batch.md

Problems / follow-ups

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