quantmodel — Triage Vitral Multi-Asset Momentum disclosure

Objective

Triage Vitral Multi-Asset Momentum disclosure.

Notes: Vitral MAM disclosed+replicated 2015+: corr 0.936 CAGRΔ +1.99%. Spec/backtest/vitral_mam.py + runner. SSRN PDF blocked; BestFolio public rules. Findings: as-vitral-mam-triage.md, as-vitral-mam-scale-batch.md

Approach

Reuses existing report research/findings/as-vitral-mam-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 t94):

824394d1 research: t94 Vitral MAM disclosed and replicated (#83)
824394d1 research: t94 Vitral MAM disclosed and replicated (#83)
Source report: research/findings/as-vitral-mam-triage.md
Task-history entry: research/findings/task-history.json#t94

Results

Key table from source report (preserved):

name	live alloc (widget)	verdict
Vitral's Multi-Asset Momentum	EWJ/IEMG/IWM/QQQ/SPY ~18.1% + CASH ~9.5%	disclosed (paper-backed)

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

Conclusions

Vitral MAM disclosed+replicated 2015+: corr 0.936 CAGRΔ +1.99%. Spec/backtest/vitral_mam.py + runner. SSRN PDF blocked; BestFolio public rules. Findings: as-vitral-mam-triage.md, as-vitral-mam-scale-batch.md

Problems / follow-ups

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