Objective
Extend LQD history (IG corporate bonds; ~30 strategies).
Notes: LQD←DODIX (1988+); monthly corr ~0.927; free Yahoo — no email. Findings lqd-history-t162.md
Approach
Reuses existing report research/findings/lqd-history-t162.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 t162):
1c109d60research: t162 extend LQD history via DODIX (1988+)1c109d60research: t162 extend LQD history via DODIX (1988+)- Source report:
research/findings/lqd-history-t162.md - Task-history entry:
research/findings/task-history.json#t162
Results
Key table from source report (preserved):
| Layer | Source | Start | Monthly corr vs LQD |
|---|---|---|---|
| Live | LQD | 2002-07-30 | — |
| Default | DODIX (Dodge & Cox Income) | 1988-12-30 | 0.927 (n=288) |
| Alt (not default) | VFICX (Vanguard Interm IG) | 1993-10-29 | 0.917 |
| Alt (not default) | VWESX (Vanguard LT IG) | 1980-01-02 | 0.915 |
| Licensed (rejected) | FRED BAMLCC0A0CMTRIV | free window ~3y | ~0.995 |
Conclusions and metrics are in research/findings/lqd-history-t162.md; see detail page for preserved tables/metrics.
Conclusions
LQD←DODIX (1988+); monthly corr ~0.927; free Yahoo — no email. Findings lqd-history-t162.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.jsonidt162 - Findings:
research/findings/lqd-history-t162.md - Commits:
1c109d60,1c109d60