54 lines
3.1 KiB
Text
54 lines
3.1 KiB
Text
#!srfv1
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# Hand-typed unit values recovered from the finance repo's portfolio snapshots
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# (history/*-portfolio.srf). Used by `verify` as an INDEPENDENT check: these
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# values are never fed into the reconstruction, so agreement with them is
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# evidence the model is right rather than evidence it was fitted.
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#
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# `snapshot_date` is the date the value was recorded, NOT the date the value is
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# for. The operator read the number off the Vestwell portal, which publishes the
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# prior business day's unit value, so each row is compared against the
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# reconstruction at the last trading day STRICTLY BEFORE snapshot_date. That
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# lag=1 alignment was established empirically: it minimises residual variance
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# across the whole series, and it matches the live feed's own navDate lag.
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#
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# Values are rounded to 2dp at the source, which is +/-0.005 of unavoidable
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# noise (about 0.03% at these levels). Expect agreement at roughly that scale,
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# not better.
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#
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# DELIBERATELY EXCLUDED: the 2026-04-06 snapshot, which carried 18.15 / 15.50.
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# Those are the lots' open_price from 2026-02-26, still sitting in the price
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# field because no manual refresh had happened yet. They are not observations of
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# anything and including them corrupts the comparison.
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symbol::ORCBI,snapshot_date::2026-04-27,unit_value:num:18.27
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symbol::ORCBI,snapshot_date::2026-05-04,unit_value:num:18.32
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symbol::ORCBI,snapshot_date::2026-05-11,unit_value:num:18.61
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symbol::ORCBI,snapshot_date::2026-05-26,unit_value:num:18.59
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symbol::ORCBI,snapshot_date::2026-06-01,unit_value:num:18.84
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symbol::ORCBI,snapshot_date::2026-06-08,unit_value:num:18.47
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symbol::ORCBI,snapshot_date::2026-06-15,unit_value:num:18.70
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symbol::ORCBI,snapshot_date::2026-06-22,unit_value:num:18.86
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symbol::ORCBI,snapshot_date::2026-06-29,unit_value:num:18.64
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symbol::ORCBI,snapshot_date::2026-07-06,unit_value:num:18.74
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symbol::ORCBI,snapshot_date::2026-07-20,unit_value:num:18.62
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symbol::ORCBI,snapshot_date::2026-07-24,unit_value:num:18.52
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symbol::ORCBI,snapshot_date::2026-08-03,unit_value:num:18.64
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symbol::ORCBI,snapshot_date::2026-08-10,unit_value:num:19.06
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symbol::ORCBI,snapshot_date::2026-08-17,unit_value:num:19.12
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symbol::ORCBI,snapshot_date::2026-08-24,unit_value:num:19.01
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symbol::ORC42,snapshot_date::2026-04-27,unit_value:num:15.73
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symbol::ORC42,snapshot_date::2026-05-04,unit_value:num:15.82
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symbol::ORC42,snapshot_date::2026-05-11,unit_value:num:16.17
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symbol::ORC42,snapshot_date::2026-05-26,unit_value:num:16.20
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symbol::ORC42,snapshot_date::2026-06-01,unit_value:num:16.45
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symbol::ORC42,snapshot_date::2026-06-08,unit_value:num:16.04
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symbol::ORC42,snapshot_date::2026-06-15,unit_value:num:16.28
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symbol::ORC42,snapshot_date::2026-06-22,unit_value:num:16.47
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symbol::ORC42,snapshot_date::2026-06-29,unit_value:num:16.17
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symbol::ORC42,snapshot_date::2026-07-06,unit_value:num:16.32
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symbol::ORC42,snapshot_date::2026-07-20,unit_value:num:16.19
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symbol::ORC42,snapshot_date::2026-07-24,unit_value:num:16.11
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symbol::ORC42,snapshot_date::2026-08-03,unit_value:num:16.29
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symbol::ORC42,snapshot_date::2026-08-10,unit_value:num:16.78
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symbol::ORC42,snapshot_date::2026-08-17,unit_value:num:16.86
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symbol::ORC42,snapshot_date::2026-08-24,unit_value:num:16.73
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