quantmodel — Triage Glenn Paired Switching Strategy disclosure

Objective

Triage Glenn Paired Switching Strategy disclosure.

Notes: Glenn Paired disclosed+replicated 2015+: corr 0.9996 CAGRΔ +0.29%. Spec/backtest/glenn_paired.py + runner. Live June 100% SPY. Findings: as-glenn-paired-switching-triage.md, as-glenn-paired-switching-scale-batch.md

Approach

Reuses existing report research/findings/as-glenn-paired-switching-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 t89):

39bb8fa2 research: t89 Glenn Paired Switching disclosed and replicated (#78)
39bb8fa2 research: t89 Glenn Paired Switching disclosed and replicated (#78)
Source report: research/findings/as-glenn-paired-switching-triage.md
Task-history entry: research/findings/task-history.json#t89

Results

Key table from source report (preserved):

name	live alloc (widget)	verdict
Glenn's Paired Switching Strategy	SPY 100% (chg=0)	disclosed

Conclusions and metrics are in research/findings/as-glenn-paired-switching-triage.md; see detail page for preserved tables/metrics.

Conclusions

Glenn Paired disclosed+replicated 2015+: corr 0.9996 CAGRΔ +0.29%. Spec/backtest/glenn_paired.py + runner. Live June 100% SPY. Findings: as-glenn-paired-switching-triage.md, as-glenn-paired-switching-scale-batch.md

Problems / follow-ups

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