Research campaign · Iteration 1 · unassessed

The Market & Economic Dashboard | RecessionAlert — exploratory proxy campaign

Can public proxies extract causal timing insight from the Market & Economic Dashboard when native TOP-3/liquidity/RFE/leading series are absent?

Expressions: 16
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

SHA-verified dashboard discloses multi-pane gauge semantics without observation tables.
Public substitutes and splices (T10Y3MM, INDPRO, HOUST, NFCILEVERAGE, BAA-GS10, GS10-TB3MS) enable tested signals.
16 variants executed; best causal Sharpe id=recession_vote_2of4_lag1.
No playable Other-indicators registration; disposition exploratory_tested_proxy under Other/Research.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

Native RA panes absent from crawl
Public proxies are not official RA series
Publication lag undisclosed; lag>=1 assumed
No playable indicator registration

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
prob_gt50_lag1documented-probability-top3	3.8%	0.45	-38.1%	Not recorded	exploratory
prob_gt40_lag1documented-probability-top3	2.3%	0.26	-50.8%	Not recorded	exploratory
prob_gt60_lag1documented-probability-top3	3.8%	0.45	-38.1%	Not recorded	exploratory
momentum_vol_credit_lag1probability-proxy-vote	3.8%	0.45	-38.1%	Not recorded	exploratory
probability_lag0_controlprobability-proxy-vote	-3.8%	-0.35	-76.3%	Not recorded	exploratory
diffusion_count_lag1breadth-liquidity-diffusion	3.1%	0.41	-19.3%	Not recorded	exploratory
stress_1of5_lag1breadth-liquidity-diffusion	7.3%	0.73	-24.2%	Not recorded	exploratory
recession_vote_2of4_lag1macro-ensemble-rfe-count	10.4%	0.89	-23.9%	Not recorded	exploratory
recession_vote_3of4_lag1macro-ensemble-rfe-count	10.0%	0.79	-43.6%	Not recorded	exploratory
stress_zone_lag1leading-macro-stress	10.4%	0.89	-23.9%	Not recorded	exploratory
majority_vote_lag1medash-composite-vote	3.8%	0.46	-17.5%	Not recorded	exploratory
composite_risk_on_lag1spy-ief-risk-overlay	3.8%	0.46	-17.5%	Not recorded	exploratory
diffusion_lb6_stress1_lag1breadth-liquidity-diffusion	4.9%	0.52	-30.0%	Not recorded	exploratory
diffusion_lb6_stress3_lag1breadth-liquidity-diffusion	1.8%	0.30	-21.4%	Not recorded	exploratory
diffusion_lb21_stress1_lag1breadth-liquidity-diffusion	8.4%	0.83	-27.2%	Not recorded	exploratory
diffusion_lb21_stress3_lag1breadth-liquidity-diffusion	1.7%	0.27	-21.7%	Not recorded	exploratory

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

prob_gt50_lag1

claim kind

documented

driver

^GSPC

family

documented-probability-top3

prob_gt50_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

prob_gt40_lag1

claim kind

documented

driver

^GSPC

family

documented-probability-top3

prob_gt40_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.4

Confirm as strategy Confirm as indicator

prob_gt60_lag1

claim kind

documented

driver

^GSPC

family

documented-probability-top3

prob_gt60_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.6

Confirm as strategy Confirm as indicator

momentum_vol_credit_lag1

claim kind

inferred

driver

^GSPC

family

probability-proxy-vote

momentum_vol_credit_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

probability_lag0_control

claim kind

control_only

driver

^GSPC

family

probability-proxy-vote

probability_lag0_control

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

diffusion_count_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

diffusion_count_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

stress_1of5_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

stress_1of5_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

recession_vote_2of4_lag1

claim kind

inferred

driver

INDPRO

family

macro-ensemble-rfe-count

recession_vote_2of4_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

recession_vote_3of4_lag1

claim kind

inferred

driver

INDPRO

family

macro-ensemble-rfe-count

recession_vote_3of4_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

stress_zone_lag1

claim kind

inferred

driver

INDPRO

family

leading-macro-stress

stress_zone_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

majority_vote_lag1

claim kind

speculative_extension

driver

SPY

family

medash-composite-vote

majority_vote_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

composite_risk_on_lag1

claim kind

inferred

driver

SPY

family

spy-ief-risk-overlay

composite_risk_on_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

Confirm as strategy Confirm as indicator

diffusion_lb6_stress1_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

diffusion_lb6_stress1_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

stress count threshold

threshold

Not recorded in this iteration.

Confirm as strategy Confirm as indicator

diffusion_lb6_stress3_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

diffusion_lb6_stress3_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

stress count threshold

threshold

Not recorded in this iteration.

Confirm as strategy Confirm as indicator

diffusion_lb21_stress1_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

diffusion_lb21_stress1_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

stress count threshold

threshold

Not recorded in this iteration.

Confirm as strategy Confirm as indicator

diffusion_lb21_stress3_lag1

claim kind

inferred

driver

SPY

family

breadth-liquidity-diffusion

diffusion_lb21_stress3_lag1

lag bars

lookback

span

end: 2026-07-31
start: 1993-02-28

stress count threshold

threshold

Not recorded in this iteration.

Confirm as strategy Confirm as indicator

Interactive lab

Interactive history unavailable

Loading available evidence…

Research record

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

Source

fetched at: 2026-08-22T23:47:02Z
native span: 2020-01-07 article; no observation table; 0 assets
published at: 2020-01-07
sha256: sha256:9117e99a2035ae8419163cfcfff0a659aeb4d8b6ec374a6bcc481bbdd6b40cce
title: The Market & Economic Dashboard | RecessionAlert
url: https://recessionalert.com/market-economic-dashboard/

What the source claims

Higher of TOP-3 trough/peak averages; >50% actionable zones; sign encodes trough vs peak.
Diffusion gauges with 12-o-clock neutral; SPD inverted.
RFE-5..RFE-14 recession-flag counts; rising counts bearish.
WLEI2/SUPERINDEX/USMLEI/USLONG/HOUSING/LABOR with 1968 recession-history shading.
No single dashboard-wide buy/sell/hold or portfolio map.
Sixteen labeled public-proxy variants with lag/threshold/lookback neighbors.

Rules actually disclosed

Higher of TOP-3 trough/peak averages; >50% actionable zones; sign encodes trough vs peak.
Diffusion gauges with 12-o-clock neutral; SPD inverted.
RFE-5..RFE-14 recession-flag counts; rising counts bearish.
WLEI2/SUPERINDEX/USMLEI/USLONG/HOUSING/LABOR with 1968 recession-history shading.
No single dashboard-wide buy/sell/hold or portfolio map.

What had to be inferred

Sixteen labeled public-proxy variants with lag/threshold/lookback neighbors.

Research questions

Can public proxies extract causal timing insight from the Market & Economic Dashboard when native TOP-3/liquidity/RFE/leading series are absent?

Data

canonical sha256: sha256:9117e99a2035ae8419163cfcfff0a659aeb4d8b6ec374a6bcc481bbdd6b40cce
canonical source: research/artifacts/recessionalert/manifest.json + inventory + read-only data/recessionalert.sqlite
database policy: mode=ro query_only; no crawl or market mutation
proxy inputs: Yahoo/FRED series in data/market.sqlite plus BAA-GS10 and GS10-TB3MS splices
redistribution: Derived metrics, hashes, charts, notebook only; no raw HTML/media/credentials

Baseline implementation

claim kind

documented

driver

^GSPC

family

documented-probability-top3

prob_gt50_lag1

lag bars

lookback

metrics

cagr: 0.03809210141578134
events: 17
max drawdown: -0.3805246742009445
n months: 402
sharpe: 0.4475336218099807
time in market: 0.09925558312655088
vol: 0.09339816575244447

span

end: 2026-07-31
start: 1993-02-28

threshold

0.5

What to try interactively

default
recession_vote_2of4_lag1
description
Select an exploratory proxy variant.
name
variant
values
- prob_gt50_lag1
- prob_gt40_lag1
- prob_gt60_lag1
- momentum_vol_credit_lag1
- probability_lag0_control
- diffusion_count_lag1
- stress_1of5_lag1
- recession_vote_2of4_lag1
- recession_vote_3of4_lag1
- stress_zone_lag1
- majority_vote_lag1
- composite_risk_on_lag1
- diffusion_lb6_stress1_lag1
- diffusion_lb6_stress3_lag1
- diffusion_lb21_stress1_lag1
- diffusion_lb21_stress3_lag1
default
1
description
Lag 1 is causal baseline; lag 0 is control only.
name
execution_lag
values
- 0
- 1
- 2
default
0.5
description
Documented >50% zone neighbors.
name
probability_threshold
values
- 0.4
- 0.5
- 0.6

Suggested next research

Authorized RA asset refresh?
Import CFNAI/USSLIND/ICSA into market cache?
Better NYSE breadth proxy for SPD?

Trial ledger

iteration
1
status
published
summary
Offline public-proxy Market & Economic Dashboard campaign published.

Next questions

Authorized RA asset refresh?
Import CFNAI/USSLIND/ICSA into market cache?
Better NYSE breadth proxy for SPD?

Review status

published. Research publication does not imply official admission.

Return to pending research