quantmodel — Idle hone: black-box-defense-first (BBDF) vs AS yearly alloc + returns

Objective

Idle hone: black-box-defense-first (BBDF) vs AS yearly alloc + returns.

Notes: BBDF rescue_max_gap=0.013: ITD corr 0.9261→0.9266, y24 0.755→0.763; hist still 3/12. Rejected SPY 1m gates / soft BIL / SMA dual / vol126.

Approach

Reuses existing report research/findings/black-box-df-corr-t176.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 t176):

109acb8d research: t176 BBDF rescue_max_gap 130bp idle hone (#172)
109acb8d research: t176 BBDF rescue_max_gap 130bp idle hone (#172)
Source report: research/findings/black-box-df-corr-t176.md
Task-history entry: research/findings/task-history.json#t176

Results

Key table from source report (preserved):

variant	ITD corr	2024 yc	2026 yc	hist-alloc
t127 uncapped abs-1m rescue	0.9261	0.755	0.852	3/12
`rescue_max_gap=0.013`	0.9266	0.763	0.852	3/12

Conclusions and metrics are in research/findings/black-box-df-corr-t176.md; see detail page for preserved tables/metrics.

Conclusions

BBDF rescue_max_gap=0.013: ITD corr 0.9261→0.9266, y24 0.755→0.763; hist still 3/12. Rejected SPY 1m gates / soft BIL / SMA dual / vol126.

Problems / follow-ups

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