quantmodel — Triage Faber Sector Relative Strength disclosure

Objective

Triage Faber Sector Relative Strength disclosure.

Notes: Faber Sector RS disclosed+replicated 2015+: corr 0.973 CAGRΔ +0.84%. Spec/backtest/faber_sector_rs.py + runner. Live June XLI/XLK/XLV 1/3 exact. Findings: as-faber-sector-rs-triage.md, as-faber-sector-rs-scale-batch.md

Approach

Reuses existing report research/findings/as-faber-sector-rs-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 t90):

137c9845 research: t90 Faber Sector RS disclosed and replicated (#79)
137c9845 research: t90 Faber Sector RS disclosed and replicated (#79)
Source report: research/findings/as-faber-sector-rs-triage.md
Task-history entry: research/findings/task-history.json#t90

Results

Key table from source report (preserved):

name	live alloc (widget)	verdict
Faber's Sector Relative Strength	XLI/XLK/XLV 33.3% each (chg=0)	disclosed

Conclusions and metrics are in research/findings/as-faber-sector-rs-triage.md; see detail page for preserved tables/metrics.

Conclusions

Faber Sector RS disclosed+replicated 2015+: corr 0.973 CAGRΔ +0.84%. Spec/backtest/faber_sector_rs.py + runner. Live June XLI/XLK/XLV 1/3 exact. Findings: as-faber-sector-rs-triage.md, as-faber-sector-rs-scale-batch.md

Problems / follow-ups

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