PWB wrote "I think it is very interesting (to me) that while some of the data we seek out overlaps (and much of it does not), we still more often than not end up owning the same stocks... reaching the same conclusion from different paths".
The experience of 2008 - 2009 turned me into a high risk avoidance investor while still being a high equity allocation investor (non sequitur attributes?). Prior to the great recession, I was a data tracker with a focus on pinning the right CAGR to a stock. Now I have a more than equal focus on pinning the right RRR (required rate of return or 'risk') assessment to a stock.
I would have the hope and/or expectation that my extra effort results in two things. (1) That I would have a lower RRR portfolio than you. (2) That I track the numbers that would provide the warning metrics that I would exit an existing holding earlier (and at a high price) than you.
Examples - In 2015-2016, I have cut my allocation to REIT triple-nets while adding to high SSNOI REITs in an effort to prep for rising interest rates. In 2015, I significantly cut MLP G&P exposure.
For my current portfolio - Total 'investment grade' investment dollars are 80% of the total. They are 76% of the number of investments. Investment grade dollars are 68% of the total income. (I have equity holdings in some quality companies that lack an investment grade on their debt - PAGP, SHLX, VTTI. Plus, BDCs are a low allocation in investment dollars while being a high allocation in investment income.)
To be specific - 'investment grade' investment dollars means equity investments in companies with investment grade rated debt. Given that next to no one tracks that kind of metric, I would have the expectation that you would fail to do so.