quantmodel — Improve Black Box Defense First corr vs AS

Objective

Improve Black Box Defense First corr vs AS.

Notes: Black Box DF corr 0.886→0.917 via weighted 1/3/6/12 (40/30/20/10) + DBC→PDBC stitch. Official verify PASS CAGRΔ −0.41%. Findings: black-box-df-corr-t123.md

Approach

Reuses existing report research/findings/black-box-df-corr-t123.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 t123):

6450b1b8 research: t123 Black Box DF corr 0.886→0.917 (#107)
6450b1b8 research: t123 Black Box DF corr 0.886→0.917 (#107)
Source report: research/findings/black-box-df-corr-t123.md
Task-history entry: research/findings/task-history.json#t123

Results

Key table from source report (preserved):

variant	monthly corr	hist-alloc MAE / match	notes
t106 avg(1/3/6) + PDBC-only	0.886	MAE~0.23 / 4/12	baseline
avg(1/3/6) + DBC→PDBC stitch	0.890	—	early-2015 only
weighted 1/3/6/12 (40/30/20/10) + stitch	0.917	MAE~0.20 / 5/12	shipped
weighted 13612 plain (no stitch)	0.894	same recent MAE	stitch +0.023
equal avg 1/3/6/12	0.812	worse	rejected
13612W (12/4/2/1)	0.870	—	rejected
spy 1m-only gate / never_spy	≤0.80	—	rejected
filter-RP / top-k / carlson rank ≠ EW	≤0.89	—	rejected

Conclusions and metrics are in research/findings/black-box-df-corr-t123.md; see detail page for preserved tables/metrics.

Conclusions

Black Box DF corr 0.886→0.917 via weighted 1/3/6/12 (40/30/20/10) + DBC→PDBC stitch. Official verify PASS CAGRΔ −0.41%. Findings: black-box-df-corr-t123.md

Problems / follow-ups

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