A reproducible numpy/scipy reference implementation of the RRG rotation
model that powers the engine. Loads a 6-month daily snapshot of the
32-symbol universe (research/data), formalises RS-Ratio / RS-Momentum and
the quadrant classification, reproduces the current read and the Lux Book
top-10 allocation, and backtests the rotate-out-of-Weakening /
into-Improving thesis.
The numpy read cross-validates the Go engine exactly (Uranium 97.4/103.1,
Hyperscalers weakening 101.4/95.9, Great Rotation 0.55 WATCH). The backtest
is reported as indicative on a single window, not an alpha claim.
Executed notebook (rotation_model.ipynb) + percent-format source + the
data snapshot + the RRG plot.
Hanzo Dev
e66bc46b5f
