It's a great utility you're working on and something that's of interest to a lot of us, thanks.
Edit (I didn't notice the matrix at first): Your correlation matrix looks right, but IMHO your backtest doesn't seem to be working properly. If that's not finished, no need to read further.
I developed a spreadsheet for my own use to gauge correlation based on the methodology in (what I consider) a great article on IndexUniverse, The Benefits of Low Correlation by Craig Israelsen, you may have seen it. My calcs tie out exactly with theirs so I'm confident I understand the calcs, and I have modified my AA to take advantage of more low correlation assets. If you're interested: The Benefits of Low Correlation -
They use the 37 year period from 1970-2006 (almost the same as yours). The AA of interest in the article is based on seven assets, but since your model only allows whole integers, I plugged in the five-asset* example from the article. Returns and SD are about the same as yours, but they show a correlation of .211 whereas your backtest shows 0.91? They show the benchmarks for their assets and your model seems to have equivalents which I used - even if they're not exactly the same, the discrepancy should not be so dramatic.
I also plugged in a 50/50 LCB/Commodities, and got a much higher correlation than I believe to be correct (based on the same article). Edit: It should match your matrix and it does not.
So I'm puzzled. But yours would be superior by virtue of available asset classes and weighting if you can get it all working. FWIW...
*20% each of Large US Equity (S&P), Small US Equity (SCB), Non US Equity (EAFE), US Int Term Bonds (Tot Bond) & Cash (MM)