quantmodel — TrendYCMacro: ALFRED as-of INDPRO/RRSFS/HOUST to close residual corr gap

Objective

TrendYCMacro: ALFRED as-of INDPRO/RRSFS/HOUST to close residual corr gap.

Notes: ALFRED as-of INDPRO/RRSFS/HOUST: corr 0.887→0.966 CAGRΔ +1.00%. Helpers reusable for t68 GTT. Findings: trendycmacro-alfred-asof.md

Approach

Reuses existing report research/findings/trendycmacro-alfred-asof.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 t65):

3516d14c research: t65 TrendYCMacro ALFRED as-of econ (corr 0.887→0.966) (#63)
3516d14c research: t65 TrendYCMacro ALFRED as-of econ (corr 0.887→0.966) (#63)
Source report: research/findings/trendycmacro-alfred-asof.md
Task-history entry: research/findings/task-history.json#t65

Results

Key table from source report (preserved):

variant	monthly corr	overlap CAGRΔ
t53 revised FRED + DGS3MO YC	0.862	−0.39%
t22 TB3MS≻DGS3MO YC	0.887	−0.32%
t65 + ALFRED as-of INDPRO/RRSFS/HOUST	0.966	+1.00%

Conclusions and metrics are in research/findings/trendycmacro-alfred-asof.md; see detail page for preserved tables/metrics.

Conclusions

ALFRED as-of INDPRO/RRSFS/HOUST: corr 0.887→0.966 CAGRΔ +1.00%. Helpers reusable for t68 GTT. Findings: trendycmacro-alfred-asof.md

Problems / follow-ups

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