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Greg Pomerantz 9f666538c3 Add CASH axis: money-market/cash-equivalents as a return driver 
A fund's yield is a near-constant in return space, so OLS puts it in
the intercept (alpha_ann), not in the shv/bil betas (which only
measure rate-CHANGE sensitivity). Cash funds therefore showed no
dominant driver.

- factors: cash_yield() (shv trailing-1y total return = local
  stand-in for the 13-wk T-bill / 0-3m Treasury index), AXES =
  DRIVERS + ['cash'] (alpha_ann / cash_yield, 1.0 = earns the cash
  rate); a display/clustering axis, not a regressor.
- cluster: cash column in the loading matrix; k-means distances use
  the cash-2x-emphasized matrix (a pure cash fund's level axis was
  otherwise swallowed by the low-exposure cloud); labels use raw
  values; label() cash-aware (0.25 threshold, 1.5x runner-up).
- app: cluster view over AXES with the emphasized distance.

The 331-fund 'no dominant driver' grab-bag now splits into
'cash (yield) +0.64' (n=187, MM + ultra-short) and 'cash (yield)
+1.26' (n=59 pure). 123/123 tests.
2026-08-30 13:27:41 -04:00
..
cef_cache CEF universe verification: 241/295 parsed + component-sum fractions 2026-08-28 16:04:19 -04:00
nport_cache N-PORT cross-check: verify top candidates' actual holdings 2026-08-27 12:43:17 -04:00
pool Fund Lab: returns-based strategy decomposition for the 16 shortlist funds 2026-08-26 11:59:59 -04:00
roc_cache RIC-vs-pass-through verification + return-of-capital detector 2026-08-27 16:04:59 -04:00
__init__.py fundlab: EDGAR investment-objective fetcher + curated fallback 2026-08-25 18:15:48 -04:00
cef_annual_all.json CEF universe verification: 241/295 parsed + component-sum fractions 2026-08-28 16:04:19 -04:00
cef_annual_run.log CEF stage 2b: per-share financial-highlights parser (cef_annual.py) 2026-08-28 07:30:16 -04:00
cef_annual_run2.log CEF stage 2b: per-share financial-highlights parser (cef_annual.py) 2026-08-28 07:30:16 -04:00
cef_annual_run3.log CEF stage 2b: per-share financial-highlights parser (cef_annual.py) 2026-08-28 07:30:16 -04:00
cef_annual.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
cef_annual.py CEF universe verification: 241/295 parsed + component-sum fractions 2026-08-28 16:04:19 -04:00
cef_character.json CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cef_character.py CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cef_merged.json CEF stage 2b: per-share financial-highlights parser (cef_annual.py) 2026-08-28 07:30:16 -04:00
cef_probe.log CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
cef_probe.py CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
cef_rank_all.json CEF universe verification: 241/295 parsed + component-sum fractions 2026-08-28 16:04:19 -04:00
cef_screen.json CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cef_screen.py CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cef_universe_run.log CEF universe verification: 241/295 parsed + component-sum fractions 2026-08-28 16:04:19 -04:00
cef_universe_run.py CEF app tab + server watchdog + full-universe verification batch 2026-08-28 14:57:01 -04:00
cef_universe.json CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cef_universe.py CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
cluster_kmeans.json Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
cluster_tree.json Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
cluster.py Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
dbmine.py Find candidate funds NOT in the DB: exhaustive EDGAR 497-universe pass 2026-08-26 15:22:52 -04:00
decompose_results.json Fund Lab: returns-based strategy decomposition for the 16 shortlist funds 2026-08-26 11:59:59 -04:00
decompose.py Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
drawdown_results.json Drawdown-resilience screen: who was positive when equities crashed 2026-08-27 13:29:01 -04:00
drawdown.py Drawdown-resilience screen: who was positive when equities crashed 2026-08-27 13:29:01 -04:00
edgar_universe.py Find candidate funds NOT in the DB: exhaustive EDGAR 497-universe pass 2026-08-26 15:22:52 -04:00
edgar.py fundlab: extract strategy sections from EDGAR docs; --strategy CLI mode 2026-08-25 23:06:13 -04:00
factor_results.json Factor screen (v2, 35 drivers) + return-driver clusters 2026-08-27 08:35:42 -04:00
factors.log Factor screen (v2, 35 drivers) + return-driver clusters 2026-08-27 08:35:42 -04:00
factors.py Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
fundinfo.py fundlab: extract strategy sections from EDGAR docs; --strategy CLI mode 2026-08-25 23:06:13 -04:00
funds_curated.json fundlab: EDGAR investment-objective fetcher + curated fallback 2026-08-25 18:15:48 -04:00
goget_cef.log CEF pass: universe (SEC report, 973 -> 295 listed) + stage 1 screen + stage 2a character 2026-08-27 22:24:12 -04:00
harvest.py Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
nport_manifest.json N-PORT cross-check: verify top candidates' actual holdings 2026-08-27 12:43:17 -04:00
nport.py N-PORT cross-check: verify top candidates' actual holdings 2026-08-27 12:43:17 -04:00
overnight.log Overnight comprehensive screen COMPLETE: 2,384 funds, 250 candidates, RESEARCH.md results + next iterations 2026-08-27 06:56:33 -04:00
overnight.py Watchdog: pidfile liveness (pgrep -f was fooled by shells quoting the pattern); per-batch download fault isolation 2026-08-26 22:09:20 -04:00
pool.py fundlab: EDGAR investment-objective fetcher + curated fallback 2026-08-25 18:15:48 -04:00
probe_AIO.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
probe_batch.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
probe_batch2.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
probe_dbg.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
probe_IGD.json CEF stage 2b complete: 48/50 shortlist verified (47 parsed + DXYZ zero-dist) 2026-08-28 14:50:46 -04:00
RESEARCH.md Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
resolved_tickers.json Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
roc_results.json RIC-vs-pass-through verification + return-of-capital detector 2026-08-27 16:04:59 -04:00
roc_run.log RIC-vs-pass-through verification + return-of-capital detector 2026-08-27 16:04:59 -04:00
rocdetect.py RIC-vs-pass-through verification + return-of-capital detector 2026-08-27 16:04:59 -04:00
search_all.json Overnight comprehensive screen COMPLETE: 2,384 funds, 250 candidates, RESEARCH.md results + next iterations 2026-08-27 06:56:33 -04:00
search_external.json Find candidate funds NOT in the DB: exhaustive EDGAR 497-universe pass 2026-08-26 15:22:52 -04:00
search_harvest.json Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
search_mined.json Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
search_results.json Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
search.py Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
searchlist.py Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
server_watchdog.log Add CASH axis: money-market/cash-equivalents as a return driver 2026-08-30 13:27:41 -04:00
server_watchdog.sh CEF app tab + server watchdog + full-universe verification batch 2026-08-28 14:57:01 -04:00
taxplan_results.json Correct ROC placement: ROC defers to the investor's LTCG, like 2026-08-27 17:11:55 -04:00
taxplan.py Correct ROC placement: ROC defers to the investor's LTCG, like 2026-08-27 17:11:55 -04:00
taxsplit_results.json Price-appreciation vs payout split (fundlab/taxsplit.py) 2026-08-27 14:34:42 -04:00
taxsplit.py Price-appreciation vs payout split (fundlab/taxsplit.py) 2026-08-27 14:34:42 -04:00
tickers.py Alpha search: mine + screen the local DB for idiosyncratic alpha complements 2026-08-26 13:34:34 -04:00
watchdog.log Overnight comprehensive screen COMPLETE: 2,384 funds, 250 candidates, RESEARCH.md results + next iterations 2026-08-27 06:56:33 -04:00
watchdog.sh Watchdog: pidfile liveness (pgrep -f was fooled by shells quoting the pattern); per-batch download fault isolation 2026-08-26 22:09:20 -04:00
xcheck_report.json N-PORT cross-check: verify top candidates' actual holdings 2026-08-27 12:43:17 -04:00
xcheck.py N-PORT cross-check: verify top candidates' actual holdings 2026-08-27 12:43:17 -04:00