RecessionAlert SP-500 seasonal trends: no executable series
Insufficient evidence 1352 · 2026-08-29
Can the distinct RecessionAlert SP-500 seasonal-trends row be reproduced as a playable, causally timed Other-indicators signal from the checked-in snapshot without inventing undisclosed rules?
No playable series. The SHA-verified December 27, 2019 article describes annual, bi-annual, tri-annual, and quadrennial SP500 seasonality from monthly closes since 1957, rank-based composite scoring, and short/long/2x strategy text, but the snapshot contains no source-linked monthly observations, canonical signal scaling, publication lag, or complete portfolio execution rule. The generic STM workbook is hash-pinned but not unambiguously linked to the article. 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 useful documented seasonality concept, not a ready-to-run indicator. It explains how four cycle families and three monthly performance characteristics feed a composite ranking signal, but the snapshot does not supply source-linked observations or a complete implementation contract.
What is and is not measured
The article names average monthly gain, positive-month rate, gain/loss ratio, rank-based scores, and threshold text. It does not provide the monthly phase table, signal series, canonical scale, or reproducible outcome data.
Why no chart or overlay is shown
The target page has no source-linked machine-readable series. Reconstructing seasonality values, returns, or an equity curve from generic adjacent workbook rows would imply data and rules the source does not establish.
Causal reading
The article date, page fetch, and workbook capture dates establish provenance only. Any future overlay must use point-in-time input availability and execute at least one available bar later; unknown values 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
| detail | evidence | status |
|---|---|---|
| 94,333 bytes; fetched 2026-08-22; selected sha256:7e34ccc16114249e7652c0bf1080f6df0f14b49e48d1009f05f9b8a33fb369cd | Canonical page body | SHA-verified |
| Four seasonal cycles over SP500 monthly closes since 1957; three SPCs ranked across 120 readings and combined into a composite | Disclosed rule | Conceptual |
| Short <37; long >=37 and <=74; 2x leverage >74; shorts may be replaced with cash and leverage omitted | Strategy text | Described |
| Monthly SP500 closing prices since 1957; no source-linked monthly observations or target signal series | Native span | Narrative claim |
| STM-labelled c013 workbook; generic /download/ captures; observed 2009-03-09 through 2026-08-19 rows | Adjacent workbook | Hash-pinned but ambiguous |
| Approximately 2,430.9909722222224-day article-date archive interval is delay, not release lag | Publication lag | Unknown |
| No source-linked machine-readable target observations, canonical scale, or release timestamps | Signal series | Unavailable |
| Point-in-time inputs plus at least one available-bar lag; same-close/lookahead unsupported | Causal overlay | Policy only |
| Registry unchanged; no signal, equity curve, or market metric fabricated | Disposition | Insufficient evidence |
The public page reports source-derived evidence and negative boundaries without fabricating signal values, market returns, or portfolio actions.
Stats
| CAGR | — | Sharpe | — |
|---|---|---|---|
| Sortino | — | maxDD | — |
Disposition
insufficient_evidence — publish the disclosed seasonal composite, thresholds, provenance, causal policy, and gap report only; do not register an Other-indicators signal, emit signal history, or invent a series.
Follow-on work
- No explicit follow-on; file new issue if needed
Errors & data gaps
No source-linked monthly SP500 observations since 1957, exact phase labels, or reproducible target numeric span is disclosed. The generic c013 STM workbook is not unambiguously linked to this article and is not admitted as target signal data. Exact month/phase assignment, cycle initialization, return convention, rank ties, missing-month behavior, and score interpolation are undisclosed. The combined signal scale, conversion between fractional rank scores and thresholds 37/74, numeric type, rounding, and clipping are undisclosed. Calculation/release calendar, publication clock, timezone, point-in-time cutoff, vintage, and input/model revision policy are undisclosed. Target instrument, allocation, long/short implementation, leverage mechanics, cash behavior, order timing, holding, rebalance, costs, slippage, exit, and re-entry are undisclosed. The article's significance, return, risk/reward, and 10-year performance claims cannot be independently validated from the captured row. No source-backed proxy, synthetic extension, constituent rebuild, or third-party acquisition preserving this page identity was authorized or performed. No current value, arrows, overlay bands, signal history, or equity curve is emitted. Public output excludes cached HTML, chart/image bytes, workbook bytes, credentials, cookies, private account data, and unverified series.
Follow-up
gh issue create --title "Follow-up RecessionAlert SP-500 seasonal trends no executable series" --body "Follow-up to 1352: Can the distinct RecessionAlert SP-500 seasonal-trends row be reproduced as a pl" --label "priority:p2" --label "pipeline:research" --label "agent:ready"