Research campaign · Iteration 1 · unassessed

Generation-2 Market Probability Models | RecessionAlert — exploratory campaign

What can be learned from documented Gen2 Zig-Zag rank probabilities and diffusion when native probability series are absent from the crawl snapshot?

Expressions: 8
Logged trials: 8
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

Native Gen2 probability, diffusion, and Zig-Zag state series absent from crawl snapshot.
Close-flattened OHLC proxy when Yahoo schema v5 stores close-only bars.
Forward x-day Zig-Zag rule is research reconstruction; lock-in ages 5/17 undisclosed in code.
Source explicitly rejects actionable trading; overlays are inferred context only.

Not recorded in this iteration.

Compare expressions

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Exploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.

Expression / family	CAGR	Sharpe	Max drawdown	Test period	Assessment
gen2-zigzag-diffusion3-lag1documented-zigzag-ohlc-x5-x17	-11.1%	-0.71	-96.1%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-diffusion6-lag1documented-diffusion-score	0.5%	0.04	-44.1%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-trough80-lag1inferred-trough-context-risk-on	-2.1%	-0.14	-51.1%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-peak80-riskoff-lag1inferred-peak-context-risk-off	123.7%	8.78	-7.4%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-threshold60-lag2inferred-probability-threshold-grid	-3.2%	-0.18	-46.1%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-xshort4-lag1documented-zigzag-ohlc-x5-x17	-11.1%	-0.71	-96.2%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-medium-trough-lag1speculative-medium-term-trough-focus	-1.7%	-0.12	-52.8%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity
gen2-lag0-controldocumented-diffusion-score	-5.7%	-0.48	-83.9%	Not recorded	exploratory inferred/public-proxy; not native Gen2 parity

Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.

gen2-zigzag-diffusion3-lag1

claim kind: documented_but_incomplete
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: documented-zigzag-ohlc-x5-x17
id: gen2-zigzag-diffusion3-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-diffusion6-lag1

claim kind: documented_but_incomplete
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 6
family: documented-diffusion-score
id: gen2-diffusion6-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-trough80-lag1

claim kind: inferred
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: inferred-trough-context-risk-on
id: gen2-trough80-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-peak80-riskoff-lag1

claim kind: inferred
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: inferred-peak-context-risk-off
id: gen2-peak80-riskoff-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-threshold60-lag2

claim kind: inferred
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: inferred-probability-threshold-grid
id: gen2-threshold60-lag2
lag bars: 2
probability threshold: 0.6
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-xshort4-lag1

claim kind: inferred
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: documented-zigzag-ohlc-x5-x17
id: gen2-xshort4-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-medium-trough-lag1

claim kind: speculative_extension
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 3
family: speculative-medium-term-trough-focus
id: gen2-medium-trough-lag1
lag bars: 1
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

gen2-lag0-control

claim kind: control_only
classification: exploratory inferred/public-proxy; not native Gen2 parity
diffusion threshold: 6
family: documented-diffusion-score
id: gen2-lag0-control
lag bars: 0
probability threshold: 0.8
source fidelity: False

Expression needs a stable identifier or a completed campaign before selection.

Interactive lab

Interactive history unavailable

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Research record

Source claims, inferred rules, experiments and the evidence behind the assessment.

Source

database: data/recessionalert.sqlite opened read-only
fetched at: 2026-08-22T23:48:10Z
inventory: research/findings/recessionalert_inventory.md
manifest: research/artifacts/recessionalert/manifest.json
native span: none_in_crawl_snapshot
publication lag: undisclosed; default lag>=1 for causal overlays
published at: 2022-09-12
redacted url: https://recessionalert.com/gen2-prob-models/
sha256: sha256:9ec872ee30f34cf39a5b6e390a6363866e36667a64580ea35afcbdefe4ed2f46

What the source claims

Zig-Zag x=5/x=17 with OHLC peak-to-trough move math since 2000.
Rank-based probability imputation and 60/80/90% dashboard thresholds.
Twelve-point diffusion score; six+ events particularly useful.
Explicit disclaimer: probabilities are context, not actionable trading signals.
^GSPC close-flattened OHLC and SPY/IEF exploratory overlays.

Rules actually disclosed

Zig-Zag x=5/x=17 with OHLC peak-to-trough move math since 2000.
Rank-based probability imputation and 60/80/90% dashboard thresholds.
Twelve-point diffusion score; six+ events particularly useful.
Explicit disclaimer: probabilities are context, not actionable trading signals.

What had to be inferred

^GSPC close-flattened OHLC and SPY/IEF exploratory overlays.

Research questions

What can be learned from documented Gen2 Zig-Zag rank probabilities and diffusion when native probability series are absent from the crawl snapshot?

Data

canonical fetched at: 2026-08-22T23:48:10Z
canonical native span: 2022-09-12 narrative; no native probability observations in crawl
canonical published at: 2022-09-12
canonical sha256: sha256:9ec872ee30f34cf39a5b6e390a6363866e36667a64580ea35afcbdefe4ed2f46
canonical snapshot: data/recessionalert.sqlite page row for https://recessionalert.com/gen2-prob-models/ opened read-only
causal execution: Signal on daily close; default entry lag 1 bar; lag 0 retained as non-causal control
documented publication lag: undisclosed; default lag>=1 for causal overlays
effective evaluation span: 2000-01-01 through latest ^GSPC bar (6679 training bars)
proxy data: Read-only data/market.sqlite ^GSPC/SPY/IEF daily closes (close-flattened OHLC)
training boundary: Documented empirical move databases since 2000-01-01

Baseline implementation

claim kind

documented_but_incomplete

classification

exploratory inferred/public-proxy; not native Gen2 parity

diffusion threshold

3

family

documented-zigzag-ohlc-x5-x17

id

gen2-zigzag-diffusion3-lag1

lag bars

1

metrics

cagr: -0.11068319443244168
exposure: 0.4912069742973095
max drawdown: -0.9606783838712096
mean diffusion: 2.7177637511271415
n bars: 6653
positive events: 3268
sharpe: -0.7061858909546787
vol: 0.15673379467099133

probability threshold

0.8

source fidelity

False

Suggested next research

Does hl_native OHLC materially change rank probabilities versus close_flattened proxy?
What publication lag matches RecessionAlert dashboard updates if native series become available?

Trial ledger

iteration number
1
objective
Offline Gen2 Zig-Zag rank probabilities, diffusion score, and labeled best-effort variant backtests from ^GSPC/SPY/IEF proxies

Next questions

Does hl_native OHLC materially change rank probabilities versus close_flattened proxy?
What publication lag matches RecessionAlert dashboard updates if native series become available?

Review status

exploring. Research publication does not imply official admission.

Return to pending research