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Extend TIP history (TIPS canary/sleeve; ~18 strategies)

2026-07-24T19:50:18Z Research done TIP←ACITX (1997+, monthly corr ~0
t164

Source report: research/findings/tip-history-t164.md

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):

Results

Key table from source report (preserved):

LayerSourceStartMonthly corr vs TIP
LiveTIP2003-12-05—
DefaultACITX (American Century Inflation-Adjusted Bond)1997-02-100.991 (n=271)
Alt (shorter, slightly tighter)VIPSX (Vanguard TIPS Investor)2000-06-290.993
Same seriesVAIPX (Admiral)2005-06-100.993
Alt (same era, weaker)PRRIX (PIMCO Real Return)1997-01-290.969
Short-TIPS (rejected)VTIP / STIP2012 / 2010~0.85 / ~0.83
Peer ETF (no pre-TIP depth)SCHP / SPIP2010 / 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

Links

Source artifact: research/results/t164.md