Objective
qm-4bx.15 VIX backwardation risk-off curve ensemble NO-SHIP frozen (#772) (commit 83f51b7b — qm-4bx.15 VIX backwardation risk-off curve ensemble NO-SHIP frozen (#772)).
Approach
Reuses research/findings/vix-backwardation-qm-4bx.15.md — preserved verbatim via pointer.
Files / code / data changed
- Commit
83f51b7b(2026-08-12T13:17:35Z):
backtest/vix_backwardation.py | 311 +++++++++++++++++++++
data/market.sqlite | Bin 99229696 -> 100253696 bytes
research/findings/vix-backwardation-qm-4bx.15.json | 217 ++++++++++++++
research/findings/vix-backwardation-qm-4bx.15.md | 99 +++++++
research/scripts/audit_vix_backwardation.py | 148 ++++++++++
- Source report:
research/findings/vix-backwardation-qm-4bx.15.md
Results
See research/findings/vix-backwardation-qm-4bx.15.md for tables/metrics/conclusions.
Conclusions
Commit 83f51b7b merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
83f51b7b - Task:
qm-4bx.15 - Findings:
research/findings/vix-backwardation-qm-4bx.15.md