Objective
Port + verify Diversified Dual Momentum (± Dynamic Bond) vs AS metrics.
Notes: DDM±DB replicated 2015+: classic corr 0.9995 CAGRΔ +0.38%; db corr 0.9994 Δ +0.32%. Live 4/7 IEFA + 3/7 SPY match. Findings: diversified-dm-scale-batch.md
Approach
Reuses existing report research/findings/diversified-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
t79in sampled log [reconstructed — uncertain]. - Source report:
research/findings/diversified-dm-scale-batch.md - Task-history entry:
research/findings/task-history.json#t79
Results
Key table from source report (preserved):
| strategy | corr | ours CAGR | AS CAGR | CAGRΔ | status |
|---|---|---|---|---|---|
| Diversified Dual Momentum | 0.9995 | 7.49% | 7.11% | +0.38% | replicated |
| Diversified Dual Momentum [Dynamic Bond] | 0.9994 | 7.75% | 7.43% | +0.32% | replicated |
Conclusions and metrics are in research/findings/diversified-dm-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
DDM±DB replicated 2015+: classic corr 0.9995 CAGRΔ +0.38%; db corr 0.9994 Δ +0.32%. Live 4/7 IEFA + 3/7 SPY match. Findings: diversified-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.jsonidt79 - Findings:
research/findings/diversified-dm-scale-batch.md