Objective
Add non-AS risk-off gauge SPY exposure strategy (qm-vzb). (#634) (commit 518524b8 — Add non-AS risk-off gauge SPY exposure strategy (qm-vzb). (#634)).
Approach
Reuses research/findings/risk-off-spy-exposure-qm-vzb.md — preserved verbatim via pointer.
Files / code / data changed
- Commit
518524b8(2026-08-06T02:06:06Z):
backtest/risk_off_spy.py | 126 +
docs/catalog.html | 11 +-
docs/site-data/catalog-leverage.json | 2 +-
docs/site-data/catalog-monthly.json | 2 +-
docs/site-data/catalog.json | 27 +-- Source report:
research/findings/risk-off-spy-exposure-qm-vzb.md
Results
See research/findings/risk-off-spy-exposure-qm-vzb.md for tables/metrics/conclusions.
Conclusions
Commit 518524b8 merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
518524b8 - Task:
qm-vzb - Findings:
research/findings/risk-off-spy-exposure-qm-vzb.md