RecessionAlert Bitcoin: inferred public-proxy campaign
Insufficient evidence 1361-proxy · 2026-09-01
Can the incomplete RecessionAlert Bitcoin context suite yield transparent, causally timed public-proxy variants without claiming native source fidelity?
Five labeled BTC price, Mayer, momentum, and correction proxies were executed over a frozen 5,852-row Coin Metrics PriceUSD history with cached SPY/BIL sleeves. Causal lag-1 and lag-2 variants are retained, lag-zero is a control only, and no candidate establishes native RecessionAlert parity or a complete portfolio rule.
Provenance
finding · artifact · code · payload · notebook analysis
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)
Causal proxy equity versus SPY
Lagged inferred proxy signal timeline
Five-variant exploratory comparison
Stats
| CAGR | 0.00% | Sharpe | 0.00% |
|---|---|---|---|
| Sortino | 0.00% | maxDD | 0.00% |
Disposition
insufficient_evidence for native RecessionAlert promotion; publish the inferred public-proxy experiment only.
Follow-on work
- Authorize native Bitcoin source refresh
- Test independent proxy holdout
Errors & data gaps
All five candidates are inferred public proxies, not native RecessionAlert observations. No native source-linked numeric series, workbook mapping, point-in-time release clock, or publication lag is available. SPY/BIL target sleeves are explicit assumptions; provider aggregate prices, weekend missingness, costs, slippage, custody, and taxes are not modeled. The source provides no common state machine, persistence, precedence, exit, re-entry, allocation, or cash rule. The source explicitly warns that its probability model is contextual rather than actionable.
Follow-up
gh issue create --title "Follow-up RecessionAlert Bitcoin inferred public-proxy campaign" --body "Follow-up to 1361-proxy: Can the incomplete RecessionAlert Bitcoin context suite yield transparent, causa" --label "priority:p2" --label "pipeline:research" --label "agent:ready"