DDEI
METHODOLOGY STATUS
Public research status. Not a frozen methodology. Not a live published index.
RESEARCH · SIMULATION · NOT INVESTMENT PERFORMANCE · NOT INVESTABLE · £0 REAL CAPITAL · PAPER
VERSION DR-DDEI-Q-0.1 · DDEI_LIVE_READY = FALSE · FROZEN = FALSE
Leading weighting research
- LEADING WEIGHTING RESEARCH: SQRT_FREE_FLOAT
- p: 0.50
- RESEARCH CAP: 10%
- REBALANCE CANDIDATE: QUARTERLY
- SEASONING CANDIDATE: 90 DAYS
- COMPLEX VS SIMPLE: INSUFFICIENT EVIDENCE
- FREEZE: NO
COMPLEX METHOD HAS NOT YET PROVEN SUPERIOR TO SIMPLE CAPPED INDEX. These are research results, not policy.
Constitution
- DDEI IS THE INDEX.
- DR IS NOT DDEI.
- DR IS NEVER A DDEI CONSTITUENT.
- THE CONSTITUENTS CAN CHANGE. THE INDEX SURVIVES.
- LIVE PRICE ≠ QUALIFICATION
- COMMUNITY VOTES ≠ QUALIFICATION
- MARKET CAP ≠ AUTOMATIC MEMBERSHIP
- PRICE FALL ALONE DOES NOT REMOVE AN ASSET.
- COMMUNITY INTEREST GETS AN ASSET LOOKED AT. EVIDENCE GETS AN ASSET IN.
Current limitations
- no vendor point-in-time free-float market-cap history stored
- current structural lab size inputs include ordinal/Zipf research proxies
- full non-survivorship-biased total-return panel unavailable
- upside participation not established
- complex architecture has not proven superiority to simple capped free-float
- live DDEI has not been published
- DR is not issued