quantmodel — Idle hone: novell-spy-comp vs AS yearly alloc + returns

Objective

Idle hone: novell-spy-comp vs AS yearly alloc + returns.

Notes: IP YoY<-5% + NFCILEVERAGE>1.0: spy-comp ITD 0.917→0.954, DB 0.918→0.960; yearly SPY corr 0.90→0.94; bond-comp flat 0.988. Residual 2002 UE.

Approach

Reuses existing report research/findings/novell-spy-comp-corr-t179.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 t179):

017f76ab research(t179): Novell SPY-COMP IP/leverage COMP hone (#175)
017f76ab research(t179): Novell SPY-COMP IP/leverage COMP hone (#175)
Source report: research/findings/novell-spy-comp-corr-t179.md
Task-history entry: research/findings/task-history.json#t179

Results

Key table from source report (preserved):

variant	ITD corr (pre)	ITD corr (post)	CAGRΔ	notes
novell-spy-comp	0.9166	0.9537	−0.75%→−0.35%	PASS
novell-spy-comp-db	0.9175	0.9603	−0.68%→−0.43%	PASS
novell-bond-comp (shared COMP)	0.9882	0.9883	flat	no regression

Conclusions and metrics are in research/findings/novell-spy-comp-corr-t179.md; see detail page for preserved tables/metrics.

Conclusions

IP YoY<-5% + NFCILEVERAGE>1.0: spy-comp ITD 0.917→0.954, DB 0.918→0.960; yearly SPY corr 0.90→0.94; bond-comp flat 0.988. Residual 2002 UE.

Problems / follow-ups

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