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Author	SHA1	Message	Date
Greg Pomerantz	db5fc4626d	Fund Lab: returns-based strategy decomposition for the 16 shortlist funds - fundlab/decompose.py: per-fund OLS forward selection (BIC-gated, \|t\|>2, per-model complete cases so differently-vintaged candidates stay comparable) against curated DISTINCT-AXIS candidate sets; full-history + last-5y models; rolling 1y beta drift for static-vs-time-varying verdicts; per-fund holdings cross-check notes - results (13 unique funds; pmfkx/lcrix/egrsx are share classes): * jlpsx ~1.04x S&P 500, R2 0.96 5y (cleanest) * lamhx S&P + value/mid tilt, R2 0.95, stable * cosix 5y: HY +0.30 / MBS +0.29 / IG +0.18, R2 0.86 * cvsix market neutral, 5y R2 0.74, +5.5%/yr alpha (t 6.7) * pmaix multi-asset: HY .62 / EFA .23 / comm .05 / bonds -.15 * mbxix hedge: ivv .39 / ief -.67 / fxe -.28, R2 0.53 * atesx NOT a static mix - rolling beta to its own QQQ/SPY holdings is 0.13-0.89 (median 0.30): the 'risk managed' overlay is real * qspnx/svarx/eagmx/atrfx/pmorx: market-neutral or idiosyncratic - alpha, not sleeves (qspnx +12.8%/yr alpha t 4.0) * lcorx/lcrix: new classes (Jul 2026), no history yet - holdings only - atesx holdings: pulled from the adviser's SOI PDF (anchor-soi-5.31.26): QQQ 65.2% + SPY 29.3% + MMF 0.6%, options overlay 4.9% - pool: added qqq (Nasdaq 100) - needed to fit tech-concentrated funds - app Fund Lab tab: per-fund decomposition (verdict, R2 full/5y, alpha, tracking error, beta drift, component table + bar chart, holdings cross-check note) and an all-funds summary expander - tests: ols/forward-select engine tests (50/50 fundlab)	2026-08-26 11:59:59 -04:00
Greg Pomerantz	e9f8dfc462	fundlab: EDGAR investment-objective fetcher + curated fallback - edgar.py: SEC FTS + submissions API; strict cover-gate extraction (name in title position or (TICKER) on the cover; underlying-reference names like leveraged wrappers rejected); 4-pass fetch (ticker->CIK filings, name search, annual reports, ticker search); keyword category classifier. Returns None rather than a wrong fund's objective. - fundinfo.py CLI: curated -> cached -> EDGAR resolution into funds.json - funds_curated.json: human-verified objectives for 13 benchmark-pool funds (iShares/Vanguard family-trust classes the scraper can't reach) - tests: 26 checks incl. live EDGAR fetch of VTSAX	2026-08-25 18:15:48 -04:00

Author

SHA1

Message

Date

Greg Pomerantz

db5fc4626d

Fund Lab: returns-based strategy decomposition for the 16 shortlist funds

- fundlab/decompose.py: per-fund OLS forward selection (BIC-gated, |t|>2,
  per-model complete cases so differently-vintaged candidates stay
  comparable) against curated DISTINCT-AXIS candidate sets; full-history
  + last-5y models; rolling 1y beta drift for static-vs-time-varying
  verdicts; per-fund holdings cross-check notes
- results (13 unique funds; pmfkx/lcrix/egrsx are share classes):
  * jlpsx  ~1.04x S&P 500, R2 0.96 5y  (cleanest)
  * lamhx  S&P + value/mid tilt, R2 0.95, stable
  * cosix  5y: HY +0.30 / MBS +0.29 / IG +0.18, R2 0.86
  * cvsix  market neutral, 5y R2 0.74, +5.5%/yr alpha (t 6.7)
  * pmaix  multi-asset: HY .62 / EFA .23 / comm .05 / bonds -.15
  * mbxix  hedge: ivv .39 / ief -.67 / fxe -.28, R2 0.53
  * atesx  NOT a static mix - rolling beta to its own QQQ/SPY holdings
            is 0.13-0.89 (median 0.30): the 'risk managed' overlay is real
  * qspnx/svarx/eagmx/atrfx/pmorx: market-neutral or idiosyncratic -
            alpha, not sleeves (qspnx +12.8%/yr alpha t 4.0)
  * lcorx/lcrix: new classes (Jul 2026), no history yet - holdings only
- atesx holdings: pulled from the adviser's SOI PDF (anchor-soi-5.31.26):
  QQQ 65.2% + SPY 29.3% + MMF 0.6%, options overlay 4.9%
- pool: added qqq (Nasdaq 100) - needed to fit tech-concentrated funds
- app Fund Lab tab: per-fund decomposition (verdict, R2 full/5y, alpha,
  tracking error, beta drift, component table + bar chart, holdings
  cross-check note) and an all-funds summary expander
- tests: ols/forward-select engine tests (50/50 fundlab)

2026-08-26 11:59:59 -04:00

Greg Pomerantz

e9f8dfc462

fundlab: EDGAR investment-objective fetcher + curated fallback

- edgar.py: SEC FTS + submissions API; strict cover-gate extraction
  (name in title position or (TICKER) on the cover; underlying-reference
  names like leveraged wrappers rejected); 4-pass fetch (ticker->CIK
  filings, name search, annual reports, ticker search); keyword category
  classifier. Returns None rather than a wrong fund's objective.
- fundinfo.py CLI: curated -> cached -> EDGAR resolution into funds.json
- funds_curated.json: human-verified objectives for 13 benchmark-pool
  funds (iShares/Vanguard family-trust classes the scraper can't reach)
- tests: 26 checks incl. live EDGAR fetch of VTSAX

2026-08-25 18:15:48 -04:00

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