fundlab/styletilt.py: 22 style/asset sleeves regressed on excess-of-T-bill
returns (full history + 5y); BIC forward selection identifies the tilt
stack; residual-alpha verdict ('factor exposure, not skill' when t<1.75);
data-driven English commentary with sign-specific phrasing. Rendered as a
'Style tilts' block (factor table + prose) in both the app and the HTML
report. All 24 pre-built + 8 ad-hoc fund reports rebuilt.
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| .. | ||
| fund_report.html | ||
| report_data.json | ||