Research campaign · Iteration 1 · unassessed

The SP-500 200-day average “Goodbye Kiss” | RecessionAlert — exploratory campaign

What can be learned from the documented S&P 500 vs 200-day average Goodbye Kiss retest family when the native price series, SMA specification, and publication lag are absent from the crawl snapshot?

Expressions: 7
Logged trials: 7
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 S&P 500 vendor, return definition, and SMA formula absent from crawl snapshot.
200dma slope window and breakout-cluster gap undisclosed (labeled neighbors).
Chart-embedded 13-event catalog not machine-readable; no on-row asset bytes.
Source discloses no portfolio map; SPY/IEF overlays are inferred context only.
Kiss flag is intentionally broad; all causal variants trail buy-hold with ~80% risk-off exposure.

Not recorded in this iteration.

Compare expressions

Download evidence

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

Expression / family	CAGR	Sharpe	Max drawdown	Test period	Assessment
kiss-documented-20d-band2p-lag1goodbye-kiss-band	4.5%	0.29	-49.2%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-46d-band2p-lag1goodbye-kiss-band	4.4%	0.28	-49.2%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-63d-band2p-lag1goodbye-kiss-band	4.2%	0.27	-50.2%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-band15-lag1goodbye-kiss-band	5.3%	0.34	-49.2%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-band25-lag2goodbye-kiss-band	5.7%	0.37	-52.0%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-sma190-lag1goodbye-kiss-band	4.5%	0.29	-49.2%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity
kiss-documented-lag0-controlgoodbye-kiss-band	-0.3%	-0.02	-58.1%	2002-07-31 2026-07-24	exploratory inferred/public-proxy; not native Goodbye Kiss parity

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

kiss-documented-20d-band2p-lag1

band: 0.02
below days: 20
claim kind: documented_but_incomplete
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-documented-20d-band2p-lag1
lag bars: 1
sma window: 200
source fidelity: False

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

kiss-46d-band2p-lag1

band: 0.02
below days: 46
claim kind: inferred
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-46d-band2p-lag1
lag bars: 1
sma window: 200
source fidelity: False

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

kiss-63d-band2p-lag1

band: 0.02
below days: 63
claim kind: inferred
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-63d-band2p-lag1
lag bars: 1
sma window: 200
source fidelity: False

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

kiss-band15-lag1

band: 0.015
below days: 20
claim kind: inferred
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-band15-lag1
lag bars: 1
sma window: 200
source fidelity: False

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

kiss-band25-lag2

band: 0.025
below days: 20
claim kind: inferred
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-band25-lag2
lag bars: 2
sma window: 200
source fidelity: False

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

kiss-sma190-lag1

band: 0.02
below days: 20
claim kind: inferred
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-sma190-lag1
lag bars: 1
sma window: 190
source fidelity: False

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

kiss-documented-lag0-control

band: 0.02
below days: 20
claim kind: control_only
classification: exploratory inferred/public-proxy; not native Goodbye Kiss parity
family: goodbye-kiss-band
id: kiss-documented-lag0-control
lag bars: 0
sma window: 200
source fidelity: False

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

Interactive lab

Interactive history unavailable

Loading 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: 2026-08-22T23:45:19Z
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: 2015-10-22T22:11:52-0400
redacted url: https://recessionalert.com/the-sp-500-200-day-average-kiss-of-death/
sha256: sha256:ba2d2206a781c607285de8d2de44de176e2543fcb9641cd2d022cb479c730787

What the source claims

S&P 500 daily closes versus 200-day moving average as bull/bear separator.
Protracted penetration: 200dma down OR >=20 days below (100-day quiet commencement; 13 events since 1972).
Goodbye Kiss: first retest within 2% or 2-5 day breakout after 23-83 bars; all 13 fail at least once with 3-36% follow-on correction.
Narrative exit/hedge/short/re-enter cluster ladder without portfolio weights.
^GSPC close-only SMA200 with labeled band/persistence/cluster neighbors and SPY/IEF overlays.

Rules actually disclosed

S&P 500 daily closes versus 200-day moving average as bull/bear separator.
Protracted penetration: 200dma down OR >=20 days below (100-day quiet commencement; 13 events since 1972).
Goodbye Kiss: first retest within 2% or 2-5 day breakout after 23-83 bars; all 13 fail at least once with 3-36% follow-on correction.
Narrative exit/hedge/short/re-enter cluster ladder without portfolio weights.

What had to be inferred

^GSPC close-only SMA200 with labeled band/persistence/cluster neighbors and SPY/IEF overlays.

Research questions

What can be learned from the documented S&P 500 vs 200-day average Goodbye Kiss retest family when the native price series, SMA specification, and publication lag are absent from the crawl snapshot?

Data

canonical fetched at: 2026-08-22T23:45:19Z
canonical native span: 2015-10-22 narrative; no native price observations in crawl
canonical published at: 2015-10-22T22:11:52-0400
canonical sha256: sha256:ba2d2206a781c607285de8d2de44de176e2543fcb9641cd2d022cb479c730787
canonical snapshot: data/recessionalert.sqlite page row for https://recessionalert.com/the-sp-500-200-day-average-kiss-of-death/ opened read-only
causal execution: Signal on daily close; positions enter next bar with lag>=1; lag 0 retained as non-causal control
documented publication lag: undisclosed; default lag>=1 for causal overlays
effective evaluation span: 2002-07-30 through 2026-07-24 overlay (6034 bars); ^GSPC signal from 1928
proxy data: Read-only data/market.sqlite ^GSPC/SPY/IEF daily closes

Baseline implementation

band

0.02

below days

20

claim kind

documented_but_incomplete

classification

exploratory inferred/public-proxy; not native Goodbye Kiss parity

family

goodbye-kiss-band

id

kiss-documented-20d-band2p-lag1

lag bars

1

metrics

buy hold spy cagr: 0.11158032501972692
cagr: 0.04500785229816184
end: 2026-07-24
exposure risk off: 0.8097447795823666
max drawdown: -0.4919794277527487
n bars: 6034
sharpe: 0.2879917740101833
start: 2002-07-31
vol: 0.1562817287155236

sma window

200

source fidelity

False

What to try interactively

band
lag_bars
sma_window

Suggested next research

Does a first-kiss-per-commencement event cut exposure and rescue the overlay?
Does requiring the slope-down leg isolate better risk-off episodes?
Does a 3rd/4th-cluster re-entry ladder add value?

Trial ledger

iteration number
1
objective
Offline SMA200 protracted/commencement/kiss proxies and labeled SPY/IEF overlay backtests from ^GSPC closes

Next questions

Does a first-kiss-per-commencement event cut exposure and rescue the overlay?
Does requiring the slope-down leg isolate better risk-off episodes?
Does a 3rd/4th-cluster re-entry ladder add value?

Review status

exploring. Research publication does not imply official admission.

Return to pending research