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Extend backtest history: improve data sources; reverse-engineer AS ticker prices/charts and Wayback historic allocations

2026-07-23T21:52:48Z Website/UI done Shipped hist-alloc/equity-curve/wayback scrapers + extended_history (VFITX→IEF)
t100

Source report: research/findings/extended-history-t100.md

Objective

Extend backtest history: improve data sources; reverse-engineer AS ticker prices/charts and Wayback historic allocations.

Notes: Shipped hist-alloc/equity-curve/wayback scrapers + extended_history (VFITX→IEF). 60/40 verify 1993+ n=401 corr 0.9985. Findings: extended-history-t100.md

Approach

Reuses existing report research/findings/extended-history-t100.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 t100):

Results

Key table from source report (preserved):

SurfaceDepthNotes
Year×Month returns gridFull ITDAlready scraped via strategy_page
Equity curve HighchartsFull ITD monthly NAVFlat array + pointStart / pointIntervalUnit:'month'
Hist-alloc recent table~prior 12 months onlyAS deliberately withholds older month-end weights
Avg allocation pieITD averageUseful universe / weight priors
Avg allocation by yearITD yearly %Highcharts column series back to inception
Wayback /members/...0 snapshotsAuth-walled; CDX empty
Wayback public blogs/FAQsYes (2016+)Rules prose / simulated-data footnotes

Conclusions and metrics are in research/findings/extended-history-t100.md; see detail page for preserved tables/metrics.

Conclusions

Shipped hist-alloc/equity-curve/wayback scrapers + extended_history (VFITX→IEF). 60/40 verify 1993+ n=401 corr 0.9985. Findings: extended-history-t100.md

Problems / follow-ups

Links

Source artifact: research/results/t100.md