quantmodel — Pre-1980 bond TR for AS 1970-79 gap (FRED CM yield approx)

Objective

Pre-1980 bond TR for AS 1970-79 gap (FRED CM yield approx).

Notes: FRED DGS10 CM TR + GSPC/Shiller stitch; AS 60/40 1970-79 corr 0.9985, ITD 1970+ 0.9856. Rejected GS* monthly avgs. Findings: pre1980-cm-bond-tr-t129.md

Approach

Reuses existing report research/findings/pre1980-cm-bond-tr-t129.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 t129):

aab01433 research: t129 pre-1980 FRED CM bond TR (AS 60/40 1970+) (#116)
aab01433 research: t129 pre-1980 FRED CM bond TR (AS 60/40 1970+) (#116)
Source report: research/findings/pre1980-cm-bond-tr-t129.md
Task-history entry: research/findings/task-history.json#t129

Results

Key table from source report (preserved):

yield source	vs IEF 2002+ monthly	notes
FRED `DGS10` month-end	0.9896	daily CM; default (t129)
FRED `DGS7` month-end	0.9830	also good
FRED `GS10` monthly avg	0.722	rejected — averages wash Δy

Conclusions and metrics are in research/findings/pre1980-cm-bond-tr-t129.md; see detail page for preserved tables/metrics.

Conclusions

FRED DGS10 CM TR + GSPC/Shiller stitch; AS 60/40 1970-79 corr 0.9985, ITD 1970+ 0.9856. Rejected GS* monthly avgs. Findings: pre1980-cm-bond-tr-t129.md

Problems / follow-ups

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