Objective
Port + verify Faber Tactical Yield vs AS metrics.
Notes: Tactical Yield replicated 2015+: corr 0.947 CAGRΔ -0.28%. Spec/backtest/tactical_yield.py + FRED yields + runner. Findings: tactical-yield-scale-batch.md.
Approach
Reuses existing report research/findings/tactical-yield-scale-batch.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 t26):
1429f2e5research: Faber Tactical Yield replicated vs AllocateSmartly (t26) (#24)1429f2e5research: Faber Tactical Yield replicated vs AllocateSmartly (t26) (#24)- Source report:
research/findings/tactical-yield-scale-batch.md - Task-history entry:
research/findings/task-history.json#t26
Results
Key table from source report (preserved):
| id | status | monthly corr | overlap CAGRΔ | notes |
|---|---|---|---|---|
| tactical-yield | replicated | 0.947 | −0.28% | Term/credit premium vs expanding median |
Conclusions and metrics are in research/findings/tactical-yield-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
Tactical Yield replicated 2015+: corr 0.947 CAGRΔ -0.28%. Spec/backtest/tactical_yield.py + FRED yields + runner. Findings: tactical-yield-scale-batch.md.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt26 - Findings:
research/findings/tactical-yield-scale-batch.md - Commits:
1429f2e5,1429f2e5