Objective
Port + verify Elastic AA Defensive (± Dynamic Bond) vs AS metrics.
Notes: EAA Def±DB replicated 2015+: def corr 0.9973 CAGRΔ +0.50%; db corr 0.9969 Δ +0.45%. Findings: eaa-scale-batch.md
Approach
Reuses existing report research/findings/eaa-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
t81in sampled log [reconstructed — uncertain]. - Source report:
research/findings/eaa-scale-batch.md - Task-history entry:
research/findings/task-history.json#t81
Results
Key table from source report (preserved):
| strategy | corr | ours CAGR | AS CAGR | CAGRΔ | status |
|---|---|---|---|---|---|
| Elastic AA - Offensive | 0.9973 | 6.98% | 6.22% | +0.77% | replicated |
| Elastic AA - Offensive [DB] | 0.9970 | 7.67% | 6.99% | +0.67% | replicated |
| Elastic AA - Defensive | 0.9973 | 6.54% | 6.04% | +0.50% | replicated |
| Elastic AA - Defensive [DB] | 0.9969 | 7.21% | 6.76% | +0.45% | replicated |
Conclusions and metrics are in research/findings/eaa-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
EAA Def±DB replicated 2015+: def corr 0.9973 CAGRΔ +0.50%; db corr 0.9969 Δ +0.45%. Findings: eaa-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.jsonidt81 - Findings:
research/findings/eaa-scale-batch.md