RecessionAlert WLEI second derivative warning: no executable series
Insufficient evidence 1335 · 2026-08-28
Can the distinct RecessionAlert WLEI second-derivative warning row be reproduced as a playable Other-indicators signal from the checked-in snapshot without inventing undisclosed rules?
No playable series. The SHA-verified page is a November 16, 2018 article that describes the second derivative as the percentage of historical WLEI readings above the current reading and frames it as a warning with WLEI Diffusion and ECRI WLI, but it contains no source-linked observations, chart payload, numeric threshold, release lag, signal mapping, or portfolio execution rule. Disposition is insufficient_evidence with a public provenance and gap report only.
Provenance
finding · artifact · code · payload · notebook analysis
Research narrative
Plain-language result
This is a documented warning idea, not a ready-to-run indicator. The article explains a historical-percentage view of weekly WLEI and discusses recession-warning context, but it does not provide observations or a trading rule.
What can be reproduced
The page digest, article date, conceptual WLEI historical-percentage construction, WLEI Diffusion relationship, WLI-first/WLEI-second warning framing, crawl revisions, and absent chart/workbook payloads are reproducible from the checked-in snapshot.
Why no chart or overlay is shown
The three chart references are not canonical assets and no source-linked series or threshold exists. Reconstructing a rank, warning state, or equity curve would imply data and rules the source never supplied.
Causal reading
The article timestamp is the only disclosed cutoff. Any future overlay must use point-in-time inputs and execute at least one available bar later; unknown dates and revisions remain unavailable.
Returns vs S&P
Aligned window, both rebased to 1.0 at start — No comparable equity curve was supplied; the chart is retained for consistent detail-page navigation. · S&P dashed, experiment solid. X = Date, Y = Equity (rebased to 1.0).
Signal driver & thresholds (x-aligned)
What the snapshot proves
| evidence | status | detail |
|---|---|---|
| Canonical page body | SHA-verified | 80,946 bytes; fetched 2026-08-22; full digest matches manifest, inventory prefix, and read-only SQLite body |
| Disclosed construction | Concept only | Percentage of historical WLEI readings above the current reading; compared conceptually with WLEI Diffusion |
| Native span | Undisclosed | Single dated article; no source-linked WLEI, second-derivative, Diffusion, or ECRI WLI observations |
| Publication lag | Unknown | 2,836-day article-to-crawl interval is archival snapshot delay, not economic release lag |
| Chart/workbook payload | Unavailable | Three chart PNGs are uncaptured; six XLSX assets belong to the separate excel-data page |
| Causal overlay | Policy only | Use point-in-time input availability and at least one available-bar lag; same-close/lookahead unsupported |
| Disposition | Insufficient evidence | Registry unchanged; no signal, equity curve, or market metric fabricated |
Narrative source content is reported without fabricating observations, thresholds, signals, market metrics, or portfolio actions.
Stats
| CAGR | — | Sharpe | — |
|---|---|---|---|
| Sortino | — | maxDD | — |
Disposition
insufficient_evidence — publish the disclosed conceptual rule, provenance, causal policy, and gap report only; do not register an Other-indicators signal or invent a series.
Follow-on work
- No explicit follow-on; file new issue if needed
Errors & data gaps
No source-linked machine-readable WLEI or derived second-derivative observations or native span are pinned. The exact historical-rank window, denominator, date/tie treatment, score range, and missing-value behavior are undisclosed. No numeric threshold, divergence tolerance, persistence, confirmation, boolean state, or buy/sell/hold mapping is disclosed. WLEI Diffusion and ECRI WLI observations and source linkage for this row are absent. Weekly release calendar, publication clock, timezone, point-in-time availability, vintage, and revision policy are absent. The three referenced chart PNGs are absent from the canonical asset table; adjacent XLSX assets are unlinked and not merged. No investable universe, target weights, rebalance, exit, re-entry, or holding-period rule is disclosed. No historical recession/market outcome mapping or causal validation window can be run without inventing data and rules. Public outputs exclude cached HTML, chart/workbook bytes, credentials, cookies, and private account data.
Follow-up
gh issue create --title "Follow-up RecessionAlert WLEI second derivative warning no executable" --body "Follow-up to 1335: Can the distinct RecessionAlert WLEI second-derivative warning row be reproduced" --label "priority:p2" --label "pipeline:research" --label "agent:ready"