Objective
Extend TLT history (top unproxied limiter; ~47 strategies).
Notes: TLT←VUSTX default (corr 0.991, 1986+); pre1980 DGS20/20y CM TR (corr 0.986). Free Yahoo — no email. Findings: tlt-history-t158.md
Approach
Reuses existing report research/findings/tlt-history-t158.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 t158):
c619e97eresearch: t158 TLT←VUSTX history proxy + DGS20 CM (#162)642b121cresearch: t169 handoff — Windmill live, next t158 TLT (#156)c619e97eresearch: t158 TLT←VUSTX history proxy + DGS20 CM (#162)- Source report:
research/findings/tlt-history-t158.md - Task-history entry:
research/findings/task-history.json#t158
Results
Key table from source report (preserved):
| Layer | Source | Start | Monthly corr |
|---|---|---|---|
| Live | TLT | 2002-07-30 | — |
| Single-hop default | VUSTX (Vanguard LT Treasury) | 1986-05-19 | vs TLT 0.991 (n=269) |
pre1980 CM TR | FRED DGS20, maturity=20y | ~1962 | vs TLT 0.986; vs VUSTX ~0.964 |
Conclusions and metrics are in research/findings/tlt-history-t158.md; see detail page for preserved tables/metrics.
Conclusions
TLT←VUSTX default (corr 0.991, 1986+); pre1980 DGS20/20y CM TR (corr 0.986). Free Yahoo — no email. Findings: tlt-history-t158.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.jsonidt158 - Findings:
research/findings/tlt-history-t158.md - Commits:
c619e97e,642b121c