quantmodel — Triage Varadi Minimum Correlation Portfolio disclosure

Objective

Triage Varadi Minimum Correlation Portfolio disclosure.

Notes: Varadi Min Corr disclosed+replicated 2015+: corr 0.9995 CAGRΔ +0.47%. Spec/backtest/varadi_min_corr.py + runner (60d daily MCA). Live June MAE ~0.7%. Findings: as-varadi-min-corr-triage.md, as-varadi-min-corr-scale-batch.md

Approach

Reuses existing report research/findings/as-varadi-min-corr-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 t91):

bd78d6f7 research: t91 Varadi Min Corr disclosed and replicated (#80)
bd78d6f7 research: t91 Varadi Min Corr disclosed and replicated (#80)
Source report: research/findings/as-varadi-min-corr-triage.md
Task-history entry: research/findings/task-history.json#t91

Results

Key table from source report (preserved):

name	live alloc (widget)	verdict
Varadi's Minimum Correlation Portfolio	GLD/IEFA/IEMG/IWM/QQQ/SPY/TLT/VNQ (chg=0)	disclosed

Conclusions and metrics are in research/findings/as-varadi-min-corr-triage.md; see detail page for preserved tables/metrics.

Conclusions

Varadi Min Corr disclosed+replicated 2015+: corr 0.9995 CAGRΔ +0.47%. Spec/backtest/varadi_min_corr.py + runner (60d daily MCA). Live June MAE ~0.7%. Findings: as-varadi-min-corr-triage.md, as-varadi-min-corr-scale-batch.md

Problems / follow-ups

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