Objective
Extend SCZ history (intl small-cap; ~5 strategies).
Notes: SCZ←DFISX (1996+, monthly corr ~0.990). VINEX 0.984; PRIDX deeper but ~0.71 vs DFISX — no 2nd hop. Findings scz-history-t174.md. Free Yahoo — no email.
Approach
Reuses existing report research/findings/scz-history-t174.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 t174):
3656fb56research: t174 SCZ←DFISX intl small-cap history (1996+) (#171)3656fb56research: t174 SCZ←DFISX intl small-cap history (1996+) (#171)- Source report:
research/findings/scz-history-t174.md - Task-history entry:
research/findings/task-history.json#t174
Results
Key table from source report (preserved):
| Layer | Source | Start | Monthly corr vs SCZ |
|---|---|---|---|
| Live | SCZ | 2007-12-12 | — |
| Default | DFISX (DFA International Small Company) | 1996-09-30 | 0.990 (n=223) |
| Near peer | VINEX (Vanguard Intl Explorer) | 1996-11-04 | 0.984 |
| Value sibling | DISVX (DFA Intl Small Cap Value) | 1994-12-29 | 0.970 |
| ETF peers | DLS / GWX | 2006–07 | ~0.983 (only ~0.5–1.5y pre-SCZ) |
| Deeper alt | PRIDX (T. Rowe Intl Discovery) | 1988-12-30 | 0.965 vs SCZ; 0.71 vs DFISX |
Conclusions and metrics are in research/findings/scz-history-t174.md; see detail page for preserved tables/metrics.
Conclusions
SCZ←DFISX (1996+, monthly corr ~0.990). VINEX 0.984; PRIDX deeper but ~0.71 vs DFISX — no 2nd hop. Findings scz-history-t174.md. Free Yahoo — no email.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt174 - Findings:
research/findings/scz-history-t174.md - Commits:
3656fb56,3656fb56