quantmodel — Improve Link GGC (original) corr vs AS

Objective

Improve Link GGC (original) corr vs AS.

Notes: GGC original earliest-vintage: corr 0.926→0.977 CAGRΔ -0.46%. Shared fix also mid-month 0.907→0.974, monthly 0.938→0.993. Findings: link-ggc-corr-t111.md

Approach

Reuses existing report research/findings/link-ggc-corr-t111.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 t111):

20360212 research: t111 GGC earliest-vintage corr 0.977 (family cleared) (#96)
20360212 research: t111 GGC earliest-vintage corr 0.977 (family cleared) (#96)
Source report: research/findings/link-ggc-corr-t111.md
Task-history entry: research/findings/task-history.json#t111

Results

Key table from source report (preserved):

variant	corr	CAGRΔ	verdict
baseline asof M-1	0.926	+0.76%	prior port
exclusive DI / thr≠0.5	≤0.919	—	reject (blog `>=`)
prefer M-0 / M-2 / edition_lag	≤0.926	—	no gain
modern-17 / G7 / first_print (naive)	≤0.794	—	reject
rebal_day=5 / 1	0.949	−0.67%	rejected (AS hist-alloc 2026-07-15; blog 15th)
month-end calendar	0.930	−0.47%	reject (blog/hist 15th)
earliest vintage, ed≤M+1	0.977	−0.46%	ship
earliest ed≤M (cap0)	0.926	+0.76%	= asof

Conclusions and metrics are in research/findings/link-ggc-corr-t111.md; see detail page for preserved tables/metrics.

Conclusions

GGC original earliest-vintage: corr 0.926→0.977 CAGRΔ -0.46%. Shared fix also mid-month 0.907→0.974, monthly 0.938→0.993. Findings: link-ggc-corr-t111.md

Problems / follow-ups

See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.