quantmodel — Triage Regime-Based Strategic Asset Allocation disclosure

Objective

Triage Regime-Based Strategic Asset Allocation disclosure.

Notes: Regime-Based SAA disclosed+replicated 2015+: corr 0.998 CAGRΔ +0.06%. Spec+StaticAllocation.regime_based_saa+runner. Findings: as-regime-based-saa-triage.md, regime-based-saa-scale-batch.md

Approach

Reuses existing report research/findings/as-regime-based-saa-triage.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 t86 in sampled log [reconstructed — uncertain].
Source report: research/findings/as-regime-based-saa-triage.md
Task-history entry: research/findings/task-history.json#t86

Results

Key table from source report (preserved):

name	live alloc (2026-07-23)	verdict
Regime-Based Strategic Asset Allocation	SPY 4.9 / IEF 41.2 / LQD 12.9 / TIP 11.3 / VNQ 8.1 / GLD 13.0 / PDBC 8.6	disclosed

Conclusions and metrics are in research/findings/as-regime-based-saa-triage.md; see detail page for preserved tables/metrics.

Conclusions

Regime-Based SAA disclosed+replicated 2015+: corr 0.998 CAGRΔ +0.06%. Spec+StaticAllocation.regime_based_saa+runner. Findings: as-regime-based-saa-triage.md, regime-based-saa-scale-batch.md

Problems / follow-ups

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