quantmodel — Improve Keller DAA-G12 corr vs AS

Objective

Improve Keller DAA-G12 corr vs AS.

Notes: DAA-G12 DBC→PDBC stitch: corr 0.946→0.965 CAGRΔ +1.10%. PDBC IPO left early-2015 without 12m mom (all-cash). Findings: daa-g12-corr-t115.md

Approach

Reuses existing report research/findings/daa-g12-corr-t115.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 t115):

a95ae96b research: t115 DAA-G12 DBC→PDBC stitch (corr 0.965) (#99)
a95ae96b research: t115 DAA-G12 DBC→PDBC stitch (corr 0.965) (#99)
Source report: research/findings/daa-g12-corr-t115.md
Task-history entry: research/findings/task-history.json#t115

Results

Key table from source report (preserved):

variant	monthly corr	notes
t87 PDBC-only panel (IPO 2014-11)	0.946	baseline; early-2015 effectively no 12m mom
DBC→PDBC stitch (shipped)	0.965	overlay real PDBC after IPO
pure DBC renamed PDBC	0.966	nearly identical; stitch keeps live PDBC prices
T=5 on stitch	0.968	rejected — breaks June AS top-6 (T=6)
canary EEM/VWO / B≠2	≤0.966	no live-safe lift over stitch

Conclusions and metrics are in research/findings/daa-g12-corr-t115.md; see detail page for preserved tables/metrics.

Conclusions

DAA-G12 DBC→PDBC stitch: corr 0.946→0.965 CAGRΔ +1.10%. PDBC IPO left early-2015 without 12m mom (all-cash). Findings: daa-g12-corr-t115.md

Problems / follow-ups

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