Objective
Improve AWQM corr vs AS.
Notes: AWQM corr 0.945→0.992: long=SPY/SCZ/IEFA/GLD 12m; short ADM-DB TLT/TIP. Findings: awqm-corr-t118.md
Approach
Reuses existing report research/findings/awqm-corr-t118.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 t118):
f9a37cd9research: t118 AWQM corr 0.945→0.992 (eq+GLD 12m + ADM-DB) (#102)f9a37cd9research: t118 AWQM corr 0.945→0.992 (eq+GLD 12m + ADM-DB) (#102)- Source report:
research/findings/awqm-corr-t118.md - Task-history entry:
research/findings/task-history.json#t118
Results
Key table from source report (preserved):
| variant | corr | CAGRΔ | hist-alloc | notes |
|---|---|---|---|---|
| t104 baseline (long incl bonds, avg10/12, cash short) | 0.945 | −1.22% | ok | |
| long=eq+GLD, avg10/12, cash | 0.971 | +0.95% | ok | bonds out of long |
| long=eq+GLD, 12m, cash | 0.987 | +0.36% | ok | |
| long=eq+GLD, 12m, adm_db | 0.992 | +0.79% | ok | shipped |
| long=eq+GLD, 12m, adm (no DB) | 0.982 | +0.96% | fail Mar-26 TIP | reject |
| long=eq only (no GLD) | ~0.82 | — | — | GLD required |
| bw=0.4 on t104 baseline | 0.949 | — | — | reject (blog 50/50) |
Conclusions and metrics are in research/findings/awqm-corr-t118.md; see detail page for preserved tables/metrics.
Conclusions
AWQM corr 0.945→0.992: long=SPY/SCZ/IEFA/GLD 12m; short ADM-DB TLT/TIP. Findings: awqm-corr-t118.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.jsonidt118 - Findings:
research/findings/awqm-corr-t118.md - Commits:
f9a37cd9,f9a37cd9