Objective
Port + verify Sell in May / Halloween Indicator vs AS metrics.
Notes: Sell in May replicated 2015+: corr 0.9999 CAGRΔ +0.07%. Spec/backtest/sell_in_may.py + runner. Findings: sell-in-may-halloween-scale-batch.md.
Approach
Reuses existing report research/findings/sell-in-may-halloween-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 t61):
3a13d67aresearch: t61 Sell in May / Halloween Indicator replicated vs AS (#58)3a13d67aresearch: t61 Sell in May / Halloween Indicator replicated vs AS (#58)- Source report:
research/findings/sell-in-may-halloween-scale-batch.md - Task-history entry:
research/findings/task-history.json#t61
Results
Key table from source report (preserved):
| id | corr (2015+) | overlap CAGRΔ | gate |
|---|---|---|---|
| sell-in-may-halloween | 0.9999 | +0.07% | replicated |
Conclusions and metrics are in research/findings/sell-in-may-halloween-scale-batch.md; see detail page for preserved tables/metrics.
Conclusions
Sell in May replicated 2015+: corr 0.9999 CAGRΔ +0.07%. Spec/backtest/sell_in_may.py + runner. Findings: sell-in-may-halloween-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.jsonidt61 - Findings:
research/findings/sell-in-may-halloween-scale-batch.md - Commits:
3a13d67a,3a13d67a