Objective
Audit Varadi GI disclosed lookback against ITD and recent returns.
Notes: Audited 180–200 session lookbacks; retained disclosed 200 because 180's ITD gain slightly reduced 2015+ correlation and worsened recent CAGR delta.
Approach
Reuses existing report research/findings/varadi-gi-hone-t207.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.
Files / code / data changed
- No commit SHA confidently associated with
t207in sampled log [reconstructed — uncertain]. - Source report:
research/findings/varadi-gi-hone-t207.md - Task-history entry:
research/findings/task-history.json#t207
Results
Key table from source report (preserved):
| SMA / median sessions | ITD corr | ITD MAE | ITD CAGR delta |
|---|---|---|---|
| 180 | 0.9523 | 0.00732 | +0.92% |
| 185 | 0.9511 | 0.00742 | +1.16% |
| 190 | 0.9482 | 0.00745 | +1.77% |
| 195 | 0.9437 | 0.00767 | +1.64% |
| 200 (published/default) | 0.9355 | 0.00823 | +1.36% |
Conclusions and metrics are in research/findings/varadi-gi-hone-t207.md; see detail page for preserved tables/metrics.
Conclusions
Audited 180–200 session lookbacks; retained disclosed 200 because 180's ITD gain slightly reduced 2015+ correlation and worsened recent CAGR delta.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt207 - Findings:
research/findings/varadi-gi-hone-t207.md