quantmodel — Extend HYG history (high yield; ~19 strategies)

Objective

Extend HYG history (high yield; ~19 strategies).

Notes: HYG←VWEHX (1980+); monthly corr ~0.906 (n=231). SPHIX/PHYZX weaker; JNK/SJNK no pre-HYG depth. Free Yahoo — no Resend. Findings hyg-history-t163.md.

Approach

Reuses existing report research/findings/hyg-history-t163.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 t163):

5d6fc274 research: note t163 main land; handoff t164 TIP
fb3d84f3 research: close t163 HYG←VWEHX; handoff to t164 TIP
a1a3f07c research: t163 HYG←VWEHX history proxy (1980+)
Source report: research/findings/hyg-history-t163.md
Task-history entry: research/findings/task-history.json#t163

Results

Key table from source report (preserved):

Layer	Source	Start	Monthly corr vs HYG
Live	HYG	2007-04-11	—
Default	VWEHX (Vanguard High-Yield Corporate)	1980-01-02	0.906 (n=231)
Same series	VWEAX (Admiral)	2001-11-12	0.906
Alt (not default)	SPHIX (Fidelity High Income)	1990-08-29	0.877
Alt (not default)	PHYZX	1996-02-29	0.863
Peer ETF (no extension)	JNK	2007-12-04	0.972
Peer ETF (no extension)	SJNK	2012-04-09	0.957

Conclusions and metrics are in research/findings/hyg-history-t163.md; see detail page for preserved tables/metrics.

Conclusions

HYG←VWEHX (1980+); monthly corr ~0.906 (n=231). SPHIX/PHYZX weaker; JNK/SJNK no pre-HYG depth. Free Yahoo — no Resend. Findings hyg-history-t163.md.

Problems / follow-ups

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