Objective
Port + verify SPF Recession Probability Dynamic Bond vs AS metrics.
Notes: SPF Recession Prob DB replicated 2015+: corr 0.991 CAGRΔ -0.04%. Spec/backtest/spf_recession.py + Philly Fed SPF mean RECESS/TBOND. Findings: spf-recession-probability-db-scale-batch.md.
Approach
Reuses existing report research/findings/spf-recession-probability-db-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 t56):
6d0476caresearch: t56 SPF Recession Probability Dynamic Bond (#53)6d0476caresearch: t56 SPF Recession Probability Dynamic Bond (#53)- Source report:
research/findings/spf-recession-probability-db-scale-batch.md - Task-history entry:
research/findings/task-history.json#t56
Results
Key table from source report (preserved):
| id | corr (2015+) | overlap CAGRΔ | gate |
|---|---|---|---|
| spf-recession-probability-db | 0.991 | −0.04% | replicated |
Conclusions and metrics are in research/findings/spf-recession-probability-db-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
SPF Recession Prob DB replicated 2015+: corr 0.991 CAGRΔ -0.04%. Spec/backtest/spf_recession.py + Philly Fed SPF mean RECESS/TBOND. Findings: spf-recession-probability-db-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.jsonidt56 - Findings:
research/findings/spf-recession-probability-db-scale-batch.md - Commits:
6d0476ca,6d0476ca