quantmodel — Triage Davis Three Way Model disclosure

Objective

Triage Davis Three Way Model disclosure.

Notes: Davis Three Way disclosed+replicated 2015+: corr 0.999 CAGRΔ +0.39%. Spec/backtest/davis_three_way.py + runner. Live June 100% SPY. Findings: as-davis-three-way-triage.md, as-davis-three-way-scale-batch.md

Approach

Reuses existing report research/findings/as-davis-three-way-triage.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 t88):

5742360d research: t88 Davis Three Way disclosed and replicated (#77)
5742360d research: t88 Davis Three Way disclosed and replicated (#77)
Source report: research/findings/as-davis-three-way-triage.md
Task-history entry: research/findings/task-history.json#t88

Results

Key table from source report (preserved):

name	live alloc (widget)	verdict
Davis' Three Way Model	SPY 100% (chg=0)	disclosed

Conclusions and metrics are in research/findings/as-davis-three-way-triage.md; see detail page for preserved tables/metrics.

Conclusions

Davis Three Way disclosed+replicated 2015+: corr 0.999 CAGRΔ +0.39%. Spec/backtest/davis_three_way.py + runner. Live June 100% SPY. Findings: as-davis-three-way-triage.md, as-davis-three-way-scale-batch.md

Problems / follow-ups

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