Objective
Port + verify Traditional Dual Momentum (± Dynamic Bond) vs AS metrics.
Notes: Traditional DM±DB replicated 2015+: classic corr 0.9996 CAGRΔ +0.26%; db corr 0.9996 Δ +0.22%. Live 100% SPY match. Findings: traditional-dm-scale-batch.md
Approach
Reuses existing report research/findings/traditional-dm-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
t78in sampled log [reconstructed — uncertain]. - Source report:
research/findings/traditional-dm-scale-batch.md - Task-history entry:
research/findings/task-history.json#t78
Results
Key table from source report (preserved):
| id | status | monthly corr | CAGRΔ (overlap) | n months |
|---|---|---|---|---|
| traditional-dm | replicated | 0.9996 | +0.26% | 138 |
| traditional-dm-db | replicated | 0.9996 | +0.22% | 138 |
Conclusions and metrics are in research/findings/traditional-dm-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
Traditional DM±DB replicated 2015+: classic corr 0.9996 CAGRΔ +0.26%; db corr 0.9996 Δ +0.22%. Live 100% SPY match. Findings: traditional-dm-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.jsonidt78 - Findings:
research/findings/traditional-dm-scale-batch.md