Research campaign · Iteration 1 · unassessed
Improved SP500 Selling Pressure Index | RecessionAlert — exploratory proxy campaign
Can disclosed six-/seven-component Selling Pressure diffusion rules be tested with SPY/^GSPC/^VIX proxies when native RA series are absent?
- Expressions
- 15
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
The Improved SP-500 Selling Pressure page adds a seventh DeMark BUY-setup component, retains >=5 component buy hints when diffusion drops below 4, and documents manual breadth +1 via Great Trough/Zweig.
The prior six-component article discloses pct correction >4%, relative strength, rate of change, down-day prevalence, double down-day prevalence, large down-day prevalence, plus sell warnings on diffusion 0->1 and 1->2.
15 labeled public-proxy variants executed on ^GSPC/SPY/IEF/^VIX; all are exploratory inferred reconstructions without native series parity.
Best tested causal Sharpe: spi-six-component-original-lag1-gspc (0.8057627446565867).
Disposition is exploratory_tested_proxy with no playable Other/Indicators promotion.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
No native Selling Pressure component or diffusion series in checked-in snapshot.
Six component rolling windows and prevalence thresholds are labeled inferred proxies.
Breadth manual +1 uses workbook replay markers, not live chart integration.
Exact 5-minute subscriber refresh cadence cannot be reproduced from daily closes.
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 |
|---|---|---|---|---|---|
| spi-six-component-original-lag1-gspcsix-component-original | 14.0% | 0.81 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-six-component-original-lag2-gspcsix-component-original | 11.3% | 0.67 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-six-component-original-lag0-controlsix-component-original | 1.7% | 0.18 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-seven-component-demark-lag1-gspcseven-component-demark | 11.5% | 0.67 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-seven-component-demark-lag2-gspcseven-component-demark | 11.0% | 0.65 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-seven-component-demark-lag0-controlseven-component-demark | 9.3% | 0.57 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-breadth-adjusted-manual-lag1-gspcbreadth-adjusted-manual | 11.5% | 0.67 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-breadth-adjusted-manual-lag2-gspcbreadth-adjusted-manual | 10.8% | 0.64 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-breadth-adjusted-manual-lag0-controlbreadth-adjusted-manual | 9.7% | 0.59 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-sell-warning1-lag1-gspcsell-warning-overlay | 11.1% | 0.66 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-sell-warning2-lag1-gspcsell-warning-overlay | 10.9% | 0.65 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-sell-warning1-lag2-gspcsell-warning-overlay | 11.1% | 0.66 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-sell-warning2-lag2-gspcsell-warning-overlay | 11.0% | 0.65 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-buy-overlay-lag1-spy-iefspy-ief-buy-overlay | 11.5% | 0.67 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
| spi-buy-overlay-lag2-spy-iefspy-ief-buy-overlay | 11.0% | 0.65 | — | Not recorded |
exploratory inferred public proxy; not native Selling Pressure series |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
spi-six-component-original-lag1-gspc
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
six-component-original
- id
spi-six-component-original-lag1-gspc
- label
spi six component original lag1 gspc
- params
- lag bars
1
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-six-component-original-lag2-gspc
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
six-component-original
- id
spi-six-component-original-lag2-gspc
- label
spi six component original lag2 gspc
- params
- lag bars
2
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-six-component-original-lag0-control
- claim kind
control_only
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
six-component-original
- id
spi-six-component-original-lag0-control
- label
spi six component original lag0 control
- params
- lag bars
0
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-seven-component-demark-lag1-gspc
- claim kind
inferred_best_guess
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
seven-component-demark
- id
spi-seven-component-demark-lag1-gspc
- label
spi seven component demark lag1 gspc
- params
- lag bars
1
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-seven-component-demark-lag2-gspc
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
seven-component-demark
- id
spi-seven-component-demark-lag2-gspc
- label
spi seven component demark lag2 gspc
- params
- lag bars
2
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-seven-component-demark-lag0-control
- claim kind
control_only
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
seven-component-demark
- id
spi-seven-component-demark-lag0-control
- label
spi seven component demark lag0 control
- params
- lag bars
0
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-breadth-adjusted-manual-lag1-gspc
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
breadth-adjusted-manual
- id
spi-breadth-adjusted-manual-lag1-gspc
- label
spi breadth adjusted manual lag1 gspc
- params
- lag bars
1
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-breadth-adjusted-manual-lag2-gspc
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
breadth-adjusted-manual
- id
spi-breadth-adjusted-manual-lag2-gspc
- label
spi breadth adjusted manual lag2 gspc
- params
- lag bars
2
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-breadth-adjusted-manual-lag0-control
- claim kind
control_only
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
breadth-adjusted-manual
- id
spi-breadth-adjusted-manual-lag0-control
- label
spi breadth adjusted manual lag0 control
- params
- lag bars
0
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-sell-warning1-lag1-gspc
- claim kind
documented_sell_warning
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
sell-warning-overlay
- id
spi-sell-warning1-lag1-gspc
- label
spi sell warning1 lag1 gspc
- params
- lag bars
1
- sell level
1
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-sell-warning2-lag1-gspc
- claim kind
documented_sell_warning
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
sell-warning-overlay
- id
spi-sell-warning2-lag1-gspc
- label
spi sell warning2 lag1 gspc
- params
- lag bars
1
- sell level
2
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-sell-warning1-lag2-gspc
- claim kind
documented_sell_warning
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
sell-warning-overlay
- id
spi-sell-warning1-lag2-gspc
- label
spi sell warning1 lag2 gspc
- params
- lag bars
2
- sell level
1
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-sell-warning2-lag2-gspc
- claim kind
documented_sell_warning
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
sell-warning-overlay
- id
spi-sell-warning2-lag2-gspc
- label
spi sell warning2 lag2 gspc
- params
- lag bars
2
- sell level
2
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-buy-overlay-lag1-spy-ief
- claim kind
inferred_portfolio_overlay
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
spy-ief-buy-overlay
- id
spi-buy-overlay-lag1-spy-ief
- label
spi buy overlay lag1 spy ief
- params
- lag bars
1
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
spi-buy-overlay-lag2-spy-ief
- claim kind
inferred_portfolio_overlay
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
spy-ief-buy-overlay
- id
spi-buy-overlay-lag2-spy-ief
- label
spi buy overlay lag2 spy ief
- params
- lag bars
2
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- fetched at
2026-08-22T23:44:51Z
- native span
No native component/diffusion series in snapshot
- prior sha256
sha256:c41fb90db6a299667062ed511ed8dacb12c603db6be4640cf26ec01d20dbbd34
- published at
2014-08-01
- sha256
sha256:76f47bf6362c355a9ca647cd01296befaf696a50770a5069b00154236892be0f
- title
Improved SP500 Selling Pressure Index | RecessionAlert
What the source claims
Seven-component Selling Pressure diffusion with >=5 active components and buy hints when diffusion drops below 4.
DeMark BUY-setup seventh component with count thresholds >4 and >7; six original components referenced to prior article.
15 labeled public-proxy variants on ^GSPC/SPY/IEF/^VIX without native Selling Pressure series.
Rules actually disclosed
Seven-component Selling Pressure diffusion with >=5 active components and buy hints when diffusion drops below 4.
DeMark BUY-setup seventh component with count thresholds >4 and >7; six original components referenced to prior article.
What had to be inferred
15 labeled public-proxy variants on ^GSPC/SPY/IEF/^VIX without native Selling Pressure series.
Research questions
Can disclosed six-/seven-component Selling Pressure diffusion rules be tested with SPY/^GSPC/^VIX proxies when native RA series are absent?
Data
- execution
lag_bars>=1 primary; lag 0 control labeled non-causal
- prior sha256
sha256:c41fb90db6a299667062ed511ed8dacb12c603db6be4640cf26ec01d20dbbd34
- redistribution
Publish derived exploratory research only; no native series redistribution.
- source sha256
sha256:76f47bf6362c355a9ca647cd01296befaf696a50770a5069b00154236892be0f
Baseline implementation
- claim kind
inferred_nearby_variant
- classification
exploratory inferred public proxy; not native Selling Pressure series
- driver
^GSPC
- family
six-component-original
- id
spi-six-component-original-lag1-gspc
- label
spi six component original lag1 gspc
- metrics
- benchmark cagr
0.11140190415690854
- benchmark total return
11.590070391694116
- cagr
0.14039421632491988
- cagr delta vs buy hold
0.028992312168011347
- event rate
0.10357971494862446
- events
625
- n bars
6034
- sharpe
0.8057627446565867
- total return
22.34676375244997
- vol
0.18444314157707326
- params
- lag bars
1
- sell level
Not recorded in this iteration.
- source fidelity
False
- span
- end
2026-07-24
- n bars
24757
- start
1927-12-30
What to try interactively
- name
lag_bars
- values
0
1
2
Suggested next research
Obtain native Selling Pressure component and diffusion history for parity validation.
Resolve undisclosed rolling windows and optimal trigger levels from subscriber charts.
Test 5-minute refresh semantics versus daily close proxies.
Validate DeMark count integration against authorized RA heads-up display exports.
Trial ledger
- number
1
- status
published
- variants
15
Next questions
Obtain native Selling Pressure component and diffusion history for parity validation.
Resolve undisclosed rolling windows and optimal trigger levels from subscriber charts.
Test 5-minute refresh semantics versus daily close proxies.
Validate DeMark count integration against authorized RA heads-up display exports.
Review status
published. Research publication does not imply official admission.
Return to pending research