quantmodel — Triage Keller Defensive / Flexible / Robust AA family disclosure

Objective

Triage Keller Defensive / Flexible / Robust AA family disclosure.

Notes: DAA+FAA+Robust AA Bal/Agg disclosed+replicated 2015+: daa corr 0.946 Δ+1.40%; faa 0.946 Δ+1.57%; raa-bal 0.975 Δ+0.71%; raa-agg 0.974 Δ+0.68%. Live June MAE~0. Findings: as-daa-faa-robust-aa-triage.md, daa-faa-robust-aa-scale-batch.md

Approach

Reuses existing report research/findings/as-daa-faa-robust-aa-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

Associated commits (inferred from log grep t87):

d14ec056 research: t87 DAA/FAA/Robust AA disclosed and replicated (#76)
d14ec056 research: t87 DAA/FAA/Robust AA disclosed and replicated (#76)
Source report: research/findings/as-daa-faa-robust-aa-triage.md
Task-history entry: research/findings/task-history.json#t87

Results

Key table from source report (preserved):

name	id	members slug	author
Defensive Asset Allocation	222	`keller-and-keunings-defensive-asset-allocation`	Keller/Keuning
Flexible Asset Allocation	140	`keller-and-van-puttens-flexible-asset-allocation`	Keller/Van Putten
Robust Asset Allocation - Balanced	121	`wes-grays-robust-asset-allocation-balanced`	Wes Gray
Robust Asset Allocation - Aggressive	138	`wes-grays-robust-asset-allocation-aggressive`	Wes Gray

Conclusions and metrics are in research/findings/as-daa-faa-robust-aa-triage.md; see detail page for preserved tables/metrics.

Conclusions

DAA+FAA+Robust AA Bal/Agg disclosed+replicated 2015+: daa corr 0.946 Δ+1.40%; faa 0.946 Δ+1.57%; raa-bal 0.975 Δ+0.71%; raa-agg 0.974 Δ+0.68%. Live June MAE~0. Findings: as-daa-faa-robust-aa-triage.md, daa-faa-robust-aa-scale-batch.md

Problems / follow-ups

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