get_risk_state_evidence

io.github.quantustik/mcp · Verify this server

Get the committed 32-year run behind every published Risk State figure. SIMULATED RESULTS, NEVER A LIVE TRACK RECORD. The rule was designed with hindsight over this same history and has never been run forward. Say so whenever you quote a number from here; a reader who takes these for a live record has been misled even if every figure is accurate. QUOTE THE COSTS IN THE SAME BREATH AS THE RETURNS. Three fields exist to make that easy and must not be dropped: * `published.longest_lag_years` — how long the rule spent behind simply owning the index. It is the reason most people abandon a rule like this. * `crises` — all seven, INCLUDING episodes the rule handled worse than the index. Never filter this list to the flattering rows. * `controls.static_same_average_exposure` — the same average exposure held permanently and never traded. If a reader wonders whether the timing does anything a smaller constant position would not, this is the answer. `rebalance` records both sizing cadences, monthly and daily, because the choice is invisible in the rule's description and decides whether the strategy finishes ahead of the index or behind it. The published surface uses monthly. `gate_construction` shows the rule with no conditions, then each condition added in the order it was chosen. It is a record of how the rule was built, on this index's own history — not a test of the conditions, and not an ablation: no run removes a condition from the finished rule. Relay it as construction order, never as evidence that a condition earns its place. Everything is read from a file committed to the repository (`app/quantum_model/baselines/risk_state_baseline.json`), not recomputed on request: a figure that can be regenerated per call is a figure nobody can check against a diff.