quantmodel — Audit Optimum3 residual 2017 SCZ allocation gap

Objective

Audit Optimum3 residual 2017 SCZ allocation gap.

Notes: Retained t178 Optimum3 defaults after bounded SCZ-gap, rank, and corr-window grid. Larger slack reached only 12.9% 2017 SCZ and reduced return corr; 252d retained 12/12 recent allocation trios and best all-year allocation corr. Findings: optimum3-scz-audit-t231.md.

Approach

Reuses existing report research/findings/optimum3-scz-audit-t231.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 t231 in sampled log [reconstructed — uncertain].
Source report: research/findings/optimum3-scz-audit-t231.md
Task-history entry: research/findings/task-history.json#t231

Results

Key table from source report (preserved):

probe	return corr	2017 SCZ avg
SCZ preference off	0.8984	0.0%
gap1 0.04 / rank max 3	0.8982	2.7%
gap1 0.06 / rank max 3 (current)	0.8996	7.7%
gap1 0.08 / rank max 3	0.8951	7.7%
gap1 0.10 / rank max 3	0.8948	12.9%

Conclusions and metrics are in research/findings/optimum3-scz-audit-t231.md; see detail page for preserved tables/metrics.

Conclusions

Retained t178 Optimum3 defaults after bounded SCZ-gap, rank, and corr-window grid. Larger slack reached only 12.9% 2017 SCZ and reduced return corr; 252d retained 12/12 recent allocation trios and best all-year allocation corr. Findings: optimum3-scz-audit-t231.md.

Problems / follow-ups

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