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):
c0f76f04research: t100 extended history scrapers + VFITX→IEF (#110)441cd2beresearch: queue post-replication objective t96–t100 (#85)c0f76f04research: t100 extended history scrapers + VFITX→IEF (#110)- Source report:
research/findings/extended-history-t100.md - Task-history entry:
research/findings/task-history.json#t100
Results
Key table from source report (preserved):
| Surface | Depth | Notes |
|---|---|---|
| Year×Month returns grid | Full ITD | Already scraped via strategy_page |
| Equity curve Highcharts | Full ITD monthly NAV | Flat array + pointStart / pointIntervalUnit:'month' |
| Hist-alloc recent table | ~prior 12 months only | AS deliberately withholds older month-end weights |
| Avg allocation pie | ITD average | Useful universe / weight priors |
| Avg allocation by year | ITD yearly % | Highcharts column series back to inception |
Wayback /members/... | 0 snapshots | Auth-walled; CDX empty |
| Wayback public blogs/FAQs | Yes (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
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt100 - Findings:
research/findings/extended-history-t100.md - Commits:
c0f76f04,441cd2be