Objective
Extend TIP history (TIPS canary/sleeve; ~18 strategies).
Notes: TIP←ACITX (1997+, monthly corr ~0.991). VIPSX 0.993 but 2000-only; PRRIX 0.969. Free Yahoo — no email. tip-history-t164.md
Approach
Reuses existing report research/findings/tip-history-t164.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 t164):
e8e3b916research: archive journal after t164 land note3cf74a3dresearch: note t164 main land; handoff t165 QQQ4ac189adresearch: close t164 TIP proxy; queue QQQ + MTUM/SCZ- Source report:
research/findings/tip-history-t164.md - Task-history entry:
research/findings/task-history.json#t164
Results
Key table from source report (preserved):
| Layer | Source | Start | Monthly corr vs TIP |
|---|---|---|---|
| Live | TIP | 2003-12-05 | — |
| Default | ACITX (American Century Inflation-Adjusted Bond) | 1997-02-10 | 0.991 (n=271) |
| Alt (shorter, slightly tighter) | VIPSX (Vanguard TIPS Investor) | 2000-06-29 | 0.993 |
| Same series | VAIPX (Admiral) | 2005-06-10 | 0.993 |
| Alt (same era, weaker) | PRRIX (PIMCO Real Return) | 1997-01-29 | 0.969 |
| Short-TIPS (rejected) | VTIP / STIP | 2012 / 2010 | ~0.85 / ~0.83 |
| Peer ETF (no pre-TIP depth) | SCHP / SPIP | 2010 / 2007 | ~0.998 / ~0.988 |
Conclusions and metrics are in research/findings/tip-history-t164.md; see detail page for preserved tables/metrics.
Conclusions
TIP←ACITX (1997+, monthly corr ~0.991). VIPSX 0.993 but 2000-only; PRRIX 0.969. Free Yahoo — no email. tip-history-t164.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.jsonidt164 - Findings:
research/findings/tip-history-t164.md - Commits:
e8e3b916,3cf74a3d