Objective
Improve RPV Best Value corr vs AS.
Notes: RPV Best DGS10+DBAA: corr 0.911→0.988 CAGRΔ +0.82%; Weighted 0.953→0.987. Findings: rpv-best-value-corr.md
Approach
Reuses existing report research/findings/rpv-best-value-corr.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 t109):
0ea4f25bresearch: t109 RPV Best Value corr 0.988 (DGS10+DBAA) (#94)0ea4f25bresearch: t109 RPV Best Value corr 0.988 (DGS10+DBAA) (#94)- Source report:
research/findings/rpv-best-value-corr.md - Task-history entry:
research/findings/task-history.json#t109
Results
Key table from source report (preserved):
| variant | Best corr | Best CAGRΔ | Weighted corr | notes |
|---|---|---|---|---|
| DGS20 + monthly BAA (t46) | 0.911 | +0.04% | 0.953 | prior default |
| DGS10 + monthly BAA | 0.954 | +0.93% | 0.981 | already clears 0.95 |
| DGS20 + daily DBAA | 0.970 | −0.49% | 0.983 | credit alignment |
| DGS10 + daily DBAA | 0.988 | +0.82% | 0.987 | shipped |
| GS10 + DBAA | 0.988 | +0.70% | 0.984 | ≈ DGS10 |
| DGS10+DBAA @1989-03 | 0.990 | +0.55% | 0.989 | CXO ITD; not shipped |
| DGS30 / AAA / CAPE EY | ≤0.97 | — | — | no better than DGS10+DBAA |
| yield lag 1–5d | ≈ base | — | — | little change with DBAA |
Conclusions and metrics are in research/findings/rpv-best-value-corr.md; see detail page for preserved tables/metrics.
Conclusions
RPV Best DGS10+DBAA: corr 0.911→0.988 CAGRΔ +0.82%; Weighted 0.953→0.987. Findings: rpv-best-value-corr.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.jsonidt109 - Findings:
research/findings/rpv-best-value-corr.md - Commits:
0ea4f25b,0ea4f25b