Research campaign · Iteration 1 · unassessed
Detecting SP500 BUY-THE-DIP signals | RecessionAlert — exploratory campaign
What can be learned from the four-family BUY-THE-DIP survey using workbook replays and labeled public proxies when native SIGS/Trendex series are absent?
- Expressions
- 34
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
Not recorded in this iteration.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
Survey page has zero linked assets and no native SIGS/Trendex observation table.
NYSE UVOL/DVOL breadth is absent; ZBT breadth proxy uses IWM/SPY participation.
GTR workbook replay retains proprietary smoothing; drawdown/^VIX proxy is inferred only.
SIGS twelve component model states are undisclosed; diffusion is a labeled reconstruction.
Trendex stop geometry is undisclosed; stop-count proxy adapts channel-rank holds.
Publication lag documented only as 15-minute ZBT/GTR chart refresh.
Sell/exit rules and portfolio map are not disclosed on the survey page.
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 |
|---|---|---|---|---|---|
| zbt_classic_lag1documented-zbt-workbook-replay | 4.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_b_lag1documented-zbt-workbook-replay | 5.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_a_lag1documented-zbt-workbook-replay | 2.7% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_combined_any_lag2documented-zbt-workbook-replay | 6.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_class_a_lag1documented-gtr-workbook-replay | 1.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_class_b_lag1documented-gtr-workbook-replay | 2.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_either_lag1documented-gtr-workbook-replay | 2.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_either_lag2documented-gtr-workbook-replay | 6.2% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_a_minus12_rise_lag1documented-sigs-diffusion | 3.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_b_pivot0_bounce_lag1documented-sigs-diffusion | 1.7% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_b_pivot2_bounce_lag1documented-sigs-diffusion | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_b_either_pivot_lag2documented-sigs-diffusion | 2.0% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_rise_0_to_1_lag1documented-trendex-diffusion | 2.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_rise_0_to_2_lag1documented-trendex-diffusion | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_rise_0_higher_lag2documented-trendex-diffusion | 2.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_prob85_neighbor_lag1documented-trendex-diffusion | 2.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_proxy_lb6_lag1_t0inferred-zbt-breadth-proxy | 3.3% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_proxy_lb12_lag1_t0inferred-zbt-breadth-proxy | 3.3% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| zbt_proxy_lb21_lag2_tneg05inferred-zbt-breadth-proxy | 3.3% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_dd_lb12_lag1_t0inferred-gtr-drawdown-vix-proxy | 2.3% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_vix_lb12_lag1_t0inferred-gtr-drawdown-vix-proxy | 2.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| gtr_dd_vix_lb21_lag2_tneg05inferred-gtr-drawdown-vix-proxy | 5.1% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_proxy_a_minus12_lag1_lb12inferred-sigs-vote-proxy | 3.8% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_proxy_b_pivot0_lag1_lb12inferred-sigs-vote-proxy | 1.7% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| sigs_proxy_b_pivot2_lag2_lb21inferred-sigs-vote-proxy | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_proxy_channel21_rise0_lag1inferred-trendex-stop-count-proxy | 2.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_proxy_channel50_rise0_lag1inferred-trendex-stop-count-proxy | 1.9% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| trendex_proxy_breakout20_rise0_lag2inferred-trendex-stop-count-proxy | 2.4% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| consensus_any_two_lag1speculative-four-family-consensus | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| consensus_majority_three_lag1speculative-four-family-consensus | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| consensus_unanimous_four_lag2speculative-four-family-consensus | 2.5% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| bottom_filter_confirm_lag1speculative-market-bottom-filter | 3.2% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| bottom_filter_confirm_lag2speculative-market-bottom-filter | 2.7% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
| bottom_filter_veto_lag1speculative-market-bottom-filter | 0.9% | — | — | Not recorded |
exploratory inferred/public-proxy; not native BUY-THE-DIP parity |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
zbt_classic_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-zbt-workbook-replay
- id
zbt_classic_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_b_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-zbt-workbook-replay
- id
zbt_b_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_a_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-zbt-workbook-replay
- id
zbt_a_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_combined_any_lag2
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-zbt-workbook-replay
- id
zbt_combined_any_lag2
- lag bars
2
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
gtr_class_a_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-gtr-workbook-replay
- id
gtr_class_a_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
gtr_class_b_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-gtr-workbook-replay
- id
gtr_class_b_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
gtr_either_lag1
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-gtr-workbook-replay
- id
gtr_either_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
gtr_either_lag2
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-gtr-workbook-replay
- id
gtr_either_lag2
- lag bars
2
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_a_minus12_rise_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-sigs-diffusion
- id
sigs_a_minus12_rise_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_b_pivot0_bounce_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-sigs-diffusion
- id
sigs_b_pivot0_bounce_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_b_pivot2_bounce_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-sigs-diffusion
- id
sigs_b_pivot2_bounce_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_b_either_pivot_lag2
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-sigs-diffusion
- id
sigs_b_either_pivot_lag2
- lag bars
2
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_rise_0_to_1_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-trendex-diffusion
- id
trendex_rise_0_to_1_lag1
- lag bars
1
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_rise_0_to_2_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-trendex-diffusion
- id
trendex_rise_0_to_2_lag1
- lag bars
1
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_rise_0_higher_lag2
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-trendex-diffusion
- id
trendex_rise_0_higher_lag2
- lag bars
2
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_prob85_neighbor_lag1
- claim kind
documented_but_incomplete
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-trendex-diffusion
- id
trendex_prob85_neighbor_lag1
- lag bars
1
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_proxy_lb6_lag1_t0
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-zbt-breadth-proxy
- id
zbt_proxy_lb6_lag1_t0
- lag bars
1
- lookback months
6
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_proxy_lb12_lag1_t0
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-zbt-breadth-proxy
- id
zbt_proxy_lb12_lag1_t0
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
zbt_proxy_lb21_lag2_tneg05
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-zbt-breadth-proxy
- id
zbt_proxy_lb21_lag2_tneg05
- lag bars
2
- lookback months
21
- source fidelity
False
- threshold
-0.5
Expression needs a stable identifier or a completed campaign before selection.
gtr_dd_lb12_lag1_t0
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-gtr-drawdown-vix-proxy
- id
gtr_dd_lb12_lag1_t0
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
gtr_vix_lb12_lag1_t0
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-gtr-drawdown-vix-proxy
- id
gtr_vix_lb12_lag1_t0
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
-0.25
Expression needs a stable identifier or a completed campaign before selection.
gtr_dd_vix_lb21_lag2_tneg05
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-gtr-drawdown-vix-proxy
- id
gtr_dd_vix_lb21_lag2_tneg05
- lag bars
2
- lookback months
21
- source fidelity
False
- threshold
-0.5
Expression needs a stable identifier or a completed campaign before selection.
sigs_proxy_a_minus12_lag1_lb12
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-sigs-vote-proxy
- id
sigs_proxy_a_minus12_lag1_lb12
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_proxy_b_pivot0_lag1_lb12
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-sigs-vote-proxy
- id
sigs_proxy_b_pivot0_lag1_lb12
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
sigs_proxy_b_pivot2_lag2_lb21
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-sigs-vote-proxy
- id
sigs_proxy_b_pivot2_lag2_lb21
- lag bars
2
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_proxy_channel21_rise0_lag1
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-trendex-stop-count-proxy
- id
trendex_proxy_channel21_rise0_lag1
- lag bars
1
- lookback months
21
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
trendex_proxy_channel50_rise0_lag1
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-trendex-stop-count-proxy
- id
trendex_proxy_channel50_rise0_lag1
- lag bars
1
- lookback months
50
- source fidelity
False
- threshold
0.1
Expression needs a stable identifier or a completed campaign before selection.
trendex_proxy_breakout20_rise0_lag2
- claim kind
inferred
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
inferred-trendex-stop-count-proxy
- id
trendex_proxy_breakout20_rise0_lag2
- lag bars
2
- lookback months
20
- source fidelity
False
- threshold
-0.1
Expression needs a stable identifier or a completed campaign before selection.
consensus_any_two_lag1
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-four-family-consensus
- id
consensus_any_two_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
consensus_majority_three_lag1
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-four-family-consensus
- id
consensus_majority_three_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
consensus_unanimous_four_lag2
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-four-family-consensus
- id
consensus_unanimous_four_lag2
- lag bars
2
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
bottom_filter_confirm_lag1
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-market-bottom-filter
- id
bottom_filter_confirm_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
bottom_filter_confirm_lag2
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-market-bottom-filter
- id
bottom_filter_confirm_lag2
- lag bars
2
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
bottom_filter_veto_lag1
- claim kind
speculative_extension
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
speculative-market-bottom-filter
- id
bottom_filter_veto_lag1
- lag bars
1
- lookback months
12
- source fidelity
False
- threshold
0.0
Expression needs a stable identifier or a completed campaign before selection.
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- database
data/recessionalert.sqlite opened read-only
- fetched at
2026-08-22T23:47:50Z
- inventory
research/findings/recessionalert_inventory.md
- manifest
research/artifacts/recessionalert/manifest.json
- native span
none_on_page; workbook ZBT 2003+, GTR 2015+
- publication lag
15-minute ZBT/GTR chart refresh stated; research default lag>=1
- published at
2021-03-12
- sha256
sha256:30fff0fd433e25ecaf2c490a1f8dfb40e166a6719d7344e3e2000f023948b57a
What the source claims
ZBT and GTR buy-the-dip families with 15-minute chart refresh.
SIGS A/B pivot rules without component states.
Trendex rise-from-0 diffusion with 85% probability hint.
Public SPY/IWM/^VIX/BAA10Y proxies for absent native series.
Four-family consensus and market-bottom filter overlays.
Rules actually disclosed
ZBT and GTR buy-the-dip families with 15-minute chart refresh.
SIGS A/B pivot rules without component states.
Trendex rise-from-0 diffusion with 85% probability hint.
What had to be inferred
Public SPY/IWM/^VIX/BAA10Y proxies for absent native series.
Four-family consensus and market-bottom filter overlays.
Research questions
What can be learned from the four-family BUY-THE-DIP survey using workbook replays and labeled public proxies when native SIGS/Trendex series are absent?
Data
- execution
lag_bars>=1 primary; lag 0 control labeled non-causal
- redistribution
Publish derived exploratory research only; no native series redistribution.
- source sha256
sha256:30fff0fd433e25ecaf2c490a1f8dfb40e166a6719d7344e3e2000f023948b57a
- workbook sha256
sha256:fc2be5f1fc2a2e38949ae566f6e8cb4699a95562975a498fb5a53510cc40d67c
Baseline implementation
- claim kind
workbook_replayed
- classification
exploratory inferred/public-proxy; not native BUY-THE-DIP parity
- family
documented-zbt-workbook-replay
- id
zbt_classic_lag1
- lag bars
1
- lookback months
12
- metrics
- cagr
0.044250135759893894
- exposure
0.05319148936170213
- n months
282
- positive events
15
- source fidelity
False
- threshold
0.0
Suggested next research
State-space exploration across all 34 preregistered variants.
Regime slices and entry-event forward returns.
Authorized native SIGS/Trendex observations if ever released.
Trial ledger
- number
1
- status
implementation
- variants
34
Next questions
State-space exploration across all 34 preregistered variants.
Regime slices and entry-event forward returns.
Authorized native SIGS/Trendex observations if ever released.
Review status
exploring. Research publication does not imply official admission.
Return to pending research