← Experiments

RecessionAlert Dashboard: disclosed composites, exploratory public-proxy trials

Completed 1374 · 2026-09-01

Can the distinct RecessionAlert inventory row CHARTS > Dashboard yield tested causal timing insight from the offline snapshot when native series are missing?

Yes as research_campaign proxies; no as official playable RA parity. SHA-verified Dashboard discloses SIGS/MTDIFF/FEAR/PANIC/MEGA fragments without observation tables. Eight labeled public-proxy variants were executed with lag>=1 primary policy. Publish under Other/Research; do not register Other-indicators signal.

Returns vs S&P

No signal overlay for this experiment (parameter sweep / search)

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)

Disclosed Dashboard rule fragments and proxy trial summary

Stats

CAGR—Sharpe—
Sortino—maxDD—

Disposition

exploratory_tested_proxy — publish provenance, disclosed fragments, proxy trial ledger, and gaps; no playable registry signal.

Follow-on work

Errors & data gaps

Public proxies are not official RA series Native span and publication lag unknown No playable Other-indicators registration Workbook/chart bytes absent from snapshot assets

Follow-up

gh issue create --title "Follow-up RecessionAlert Dashboard disclosed composites exploratory pu" --body "Follow-up to 1374: Can the distinct RecessionAlert inventory row CHARTS > Dashboard yield tested ca" --label "priority:p2" --label "pipeline:research" --label "agent:ready"
# deep-link