Objective
Improve Optimum3 corr vs AS.
Notes: Optimum3 corr 0.888→0.907 via DBC/EEM/RWX stitch + thin top-3 fallback (2022 cash gap). Official verify PASS CAGRΔ −1.52%. Findings: optimum3-corr-t122.md
Approach
Reuses existing report research/findings/optimum3-corr-t122.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 t122):
82d83350research: t122 Optimum3 corr 0.888→0.907 (stitch + thin top-3) (#106)82d83350research: t122 Optimum3 corr 0.888→0.907 (stitch + thin top-3) (#106)- Source report:
research/findings/optimum3-corr-t122.md - Task-history entry:
research/findings/task-history.json#t122
Results
Key table from source report (preserved):
| variant | corr | CAGRΔ | notes |
|---|---|---|---|
| t102 baseline (no stitch) | 0.888 | −0.23% | PDBC IPO truncates panel |
| stitch only | 0.896 | −0.81% | early-2015 signals restored |
| stitch + thin top-3 | 0.907 | −1.53% | shipped |
| daily 13612W / archive 63d corr | ≤0.82 | — | rejected (AS Fast Tactical ≠ 13612W here) |
| weekly corr for trio select | ~0.89 | — | fixes 2017 (~0.90) but not overall |
| blog EEM/DBC/RWX + fallback | 0.910 | — | slightly higher corr; keep live proxies for hist-alloc labels |
Conclusions and metrics are in research/findings/optimum3-corr-t122.md; see detail page for preserved tables/metrics.
Conclusions
Optimum3 corr 0.888→0.907 via DBC/EEM/RWX stitch + thin top-3 fallback (2022 cash gap). Official verify PASS CAGRΔ −1.52%. Findings: optimum3-corr-t122.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.jsonidt122 - Findings:
research/findings/optimum3-corr-t122.md - Commits:
82d83350,82d83350