quantmodel — Pre-1993 extended paths: index TR sources and/or chart-implied cross-check via AS equity + known weights

Objective

Pre-1993 extended paths: index TR sources and/or chart-implied cross-check via AS equity + known weights.

Notes: SPY←VFINX + IEF←VFITX←FGOVX chains; INDEX_TR_SOURCES; implied_sleeve + GSPC+Shiller TR. AS 60/40: 1988+ corr 0.9978, 1980+ 0.9845. Chart-implied SPY-era corr 0.9988. Findings: pre1993-chart-implied-t125.md

Approach

Reuses existing report research/findings/pre1993-chart-implied-t125.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 t125):

39c53275 research: t125 pre-1993 VFINX/FGOVX chains + chart-implied (#112)
39c53275 research: t125 pre-1993 VFINX/FGOVX chains + chart-implied (#112)
Source report: research/findings/pre1993-chart-implied-t125.md
Task-history entry: research/findings/task-history.json#t125

Results

Key table from source report (preserved):

Source	Role	Start	Monthly vs SPY/IEF
VFINX	SPY total-return proxy	1980-01	vs SPY 0.998
^SP500TR	S&P 500 TR index	1988-01	vs SPY 0.998 (shorter than VFINX)
^GSPC + Shiller D/12	Pre-1980 synthetic equity TR	GSPC 1927+ / Shiller 1871+	vs VFINX ~0.993
Raw Shiller `P`	—	1871+	vs VFINX ~0.65 (do not use alone)
VFITX	IEF intermediate Treasury	1991-10	default t100 hop
FGOVX	Pre-VFITX govt-income proxy	1980-01	vs IEF ~0.96
VNQ←NAREIT	AS FAQ example	—	still not on free Yahoo

Conclusions and metrics are in research/findings/pre1993-chart-implied-t125.md; see detail page for preserved tables/metrics.

Conclusions

SPY←VFINX + IEF←VFITX←FGOVX chains; INDEX_TR_SOURCES; implied_sleeve + GSPC+Shiller TR. AS 60/40: 1988+ corr 0.9978, 1980+ 0.9845. Chart-implied SPY-era corr 0.9988. Findings: pre1993-chart-implied-t125.md

Problems / follow-ups

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