Research campaign · Iteration 1 · unassessed
Fed Balance-Sheet ROC — exploratory campaign
Does WSHOSHO ROC5>4.8 add recovery beyond generic defensive exits?
- Expressions
- 1
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
Investigate-only in prior work; keep as Research Library, not official.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
Weekly publication lag; ffill is an interpretation.
Not recorded in this iteration.
Compare expressions
Download evidenceExploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.
| Expression / family | CAGR | Sharpe | Max drawdown | Test period | Assessment |
|---|---|---|---|---|---|
| fed-bal-roc.roc5.threshold4.8.hold20fed-bal-roc | — | — | — | Not recorded |
exploratory |
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fed-bal-roc.roc5.threshold4.8.hold20
- variant id
fed-bal-roc.roc5.threshold4.8.hold20
- family id
fed-bal-roc
- parameters
- threshold
4.8
- holding period
20
- created by
source_baseline
- reason tested
documented ROC gate
- status
exploratory
- tags
regime_dependent
needs_more_research
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- kind
macro
- prior experiments
qm-4bx.19
qm-kdnj.5
What the source claims
Buy when 5-period ROC of Fed balance sheet (WSHOSHO) exceeds 4.8%.
Weekly series ffilled to daily; 20-day hold.
Rules actually disclosed
Buy when 5-period ROC of Fed balance sheet (WSHOSHO) exceeds 4.8%.
What had to be inferred
Weekly series ffilled to daily; 20-day hold.
Research questions
Does WSHOSHO ROC5>4.8 add recovery beyond generic defensive exits?
Data
- inputs
WSHOSHO
SPY
Baseline implementation
- variant id
fed-bal-roc.roc5.threshold4.8.hold20
- family id
fed-bal-roc
- parameters
- threshold
4.8
- holding period
20
- created by
source_baseline
- reason tested
documented ROC gate
- status
exploratory
- metrics
- label
exploratory
- tags
regime_dependent
needs_more_research
What to try interactively
- name
threshold
- type
float
- default
4.8
Suggested next research
Test WALCL alternative; extra lag.
Trial ledger
- iteration number
1
- objective
initial source exploration
Next questions
Test WALCL alternative; extra lag.
Review status
awaiting research feedback. Research publication does not imply official admission.
Return to pending research