Validate and publish or reject the original turbulence-index strategy

Objective

Validate and publish or reject the original turbulence-index strategy.

Notes: Rejected the frozen candidate without retuning: drawdown improved in all six fixed subperiod/extra-lag/cost checks, but 2021+ Sharpe (0.56 baseline, 0.35 extra lag, 0.29 at 25 bps) remained below SPY 0.90. Recorded derived-only JSON and FEATURE_COMPLETION UI exception in research/findings/turbulence-index-t338.md.

Approach

[reconstructed — uncertain] No dedicated findings Markdown located for t354. Summary reconstructed from research/findings/task-history.json entry and git history. Uncertain fields: detailed approach, exact file list, and metrics beyond the task note.

Files / code / data changed

• No commit SHA confidently associated with t354 in sampled log [reconstructed — uncertain].
• Task-history entry: research/findings/task-history.json#t354

Results

Task note: Rejected the frozen candidate without retuning: drawdown improved in all six fixed subperiod/extra-lag/cost checks, but 2021+ Sharpe (0.56 baseline, 0.35 extra lag, 0.29 at 25 bps) remained below SPY 0.90. Recorded derived-only JSON and FEATURE_COMPLETION UI exception in research/findings/turbulence-index-t338.md. [reconstructed — uncertain] No quantitative tables recovered for this entry; see git diff and task-history for grounds.

Conclusions

[reconstructed — uncertain] Outcome inferred from status done and task note.

Problems / follow-ups

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

Links

• Task-history: research/findings/task-history.json id t354