Research campaign · Iteration 1 · unassessed

Market Timing Strategies – putting it all together | RecessionAlert

Can the 2013 Market Timing Strategies meta-article yield causally timed, testable portfolio-framework hypotheses from the offline snapshot when native series and thresholds are missing?

Expressions: 18
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

Parallel five-sleeve proxy reduces some drawdown vs always-long SPY in causal trials but is not RA parity.
Lag0 control inflates metrics; lag>=1 is the primary causal policy.
SIGS multi-vote and Death/Power seasonal overlays are labeled reconstructions.
Publish under Other/Research; do not register a playable indicator.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

No source-linked 12-model SIGS states or composite observation history on this row; public proxies cannot establish exact RA parity.
Component model observation series and thresholds are not on this page; sleeve proxies remain labeled reconstructions.
Official Death/Power zone calendar is undisclosed; seasonal extreme proxies are substitutes only.
Daily dashboard mentioned but no intraday payload or release timestamps captured offline.

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
sleeve_eqwt_lag1documented-five-sleeve-parallel	11.0%	0.95	-24.0%	Not recorded	exploratory
sleeve_eqwt_lag2documented-five-sleeve-parallel	10.3%	0.86	-28.1%	Not recorded	exploratory
sleeve_eqwt_lag0_controldocumented-five-sleeve-parallel	22.3%	1.83	-13.4%	Not recorded	exploratory
sigs_vote_lb12_lag1documented-sigs-composite-monitor	11.2%	0.97	-23.7%	Not recorded	exploratory
sigs_vote_lb21_lag1documented-sigs-composite-monitor	10.8%	0.95	-26.2%	Not recorded	exploratory
sigs_vote_lb6_lag2documented-sigs-composite-monitor	10.9%	0.93	-26.0%	Not recorded	exploratory
death_half_power_double_lag1documented-stm-death-power-sizing	9.4%	0.85	-30.9%	Not recorded	exploratory
death_half_power_double_lag2documented-stm-death-power-sizing	9.8%	0.86	-27.2%	Not recorded	exploratory
dip_dd_vix_lb12_lag1inferred-buy-on-dip-overlay	4.3%	0.41	-50.8%	Not recorded	exploratory
dip_dd_lb21_lag2inferred-buy-on-dip-overlay	3.1%	0.35	-41.8%	Not recorded	exploratory
sigs_proxy_lb12_lag1_t0inferred-sigs-multivote-proxy	11.2%	0.97	-23.7%	Not recorded	exploratory
sigs_proxy_lb21_lag2_tneg05inferred-sigs-multivote-proxy	10.0%	0.85	-26.6%	Not recorded	exploratory
recession-proxy-UNRATE-lb12-lag1-t0.0inferred-best-effort-macro-grid	9.8%	0.86	-23.9%	Not recorded	exploratory
recession-proxy-INDPRO-lb12-lag1-t-0.5inferred-best-effort-macro-grid	10.5%	0.75	-50.8%	Not recorded	exploratory
recession-proxy-SPY-lb21-lag2-t0.0inferred-best-effort-macro-grid	11.2%	0.92	-21.1%	Not recorded	exploratory
consensus_majority_lag1speculative-sleeve-plus-dip-consensus	9.8%	0.92	-22.4%	Not recorded	exploratory
consensus_any_two_lag1speculative-sleeve-plus-dip-consensus	11.0%	0.95	-24.0%	Not recorded	exploratory
consensus_majority_plus_dip_lag1speculative-sleeve-plus-dip-consensus	5.2%	0.68	-18.5%	Not recorded	exploratory

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

sleeve_eqwt_lag1

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-five-sleeve-parallel

sleeve_eqwt_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

sleeve_eqwt_lag2

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-five-sleeve-parallel

sleeve_eqwt_lag2

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

sleeve_eqwt_lag0_control

claim kind

control_only

driver

UNRATE

exploratory

True

family

documented-five-sleeve-parallel

sleeve_eqwt_lag0_control

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

sigs_vote_lb12_lag1

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-sigs-composite-monitor

sigs_vote_lb12_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

sigs_vote_lb21_lag1

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-sigs-composite-monitor

sigs_vote_lb21_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

sigs_vote_lb6_lag2

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-sigs-composite-monitor

sigs_vote_lb6_lag2

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

death_half_power_double_lag1

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-stm-death-power-sizing

death_half_power_double_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

death_half_power_double_lag2

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-stm-death-power-sizing

death_half_power_double_lag2

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

dip_dd_vix_lb12_lag1

claim kind

inferred

driver

UNRATE

exploratory

True

family

inferred-buy-on-dip-overlay

dip_dd_vix_lb12_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

dip_dd_lb21_lag2

claim kind

inferred

driver

UNRATE

exploratory

True

family

inferred-buy-on-dip-overlay

dip_dd_lb21_lag2

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

sigs_proxy_lb12_lag1_t0

claim kind

inferred

driver

UNRATE

exploratory

True

family

inferred-sigs-multivote-proxy

sigs_proxy_lb12_lag1_t0

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

sigs_proxy_lb21_lag2_tneg05

claim kind

inferred

driver

UNRATE

exploratory

True

family

inferred-sigs-multivote-proxy

sigs_proxy_lb21_lag2_tneg05

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

recession-proxy-UNRATE-lb12-lag1-t0.0

claim kind

inferred

driver

UNRATE

exploratory

True

family

inferred-best-effort-macro-grid

recession-proxy-UNRATE-lb12-lag1-t0.0

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

recession-proxy-INDPRO-lb12-lag1-t-0.5

claim kind

inferred

driver

INDPRO

exploratory

True

family

inferred-best-effort-macro-grid

recession-proxy-INDPRO-lb12-lag1-t-0.5

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

recession-proxy-SPY-lb21-lag2-t0.0

claim kind

inferred

driver

SPY

exploratory

True

family

inferred-best-effort-macro-grid

recession-proxy-SPY-lb21-lag2-t0.0

lag bars

lookback

span

end: 2026-07-31
start: 1993-03-31

Confirm as strategy Confirm as indicator

consensus_majority_lag1

claim kind

speculative_extension

driver

UNRATE

exploratory

True

family

speculative-sleeve-plus-dip-consensus

consensus_majority_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

consensus_any_two_lag1

claim kind

speculative_extension

driver

UNRATE

exploratory

True

family

speculative-sleeve-plus-dip-consensus

consensus_any_two_lag1

lag bars

lookback

span

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

Confirm as strategy Confirm as indicator

consensus_majority_plus_dip_lag1

claim kind

speculative_extension

driver

UNRATE

exploratory

True

family

speculative-sleeve-plus-dip-consensus

consensus_majority_plus_dip_lag1

lag bars

lookback

span

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

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: 2026-08-22T23:44:09Z
kind: recessionalert_inventory_row
published at: 2013-10-04
sha256: sha256:d343299b639e26b151cf44a30aa64795bd6c12068af6e4ecb65d7295f7c20d5b
url: https://recessionalert.com/market-timing-strategies-putting-it-all-together/

What the source claims

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Rules actually disclosed

Not recorded in this iteration.
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Research questions

Can the 2013 Market Timing Strategies meta-article yield causally timed, testable portfolio-framework hypotheses from the offline snapshot when native series and thresholds are missing?

Data

data inventory: research/extensions/1444-data-inventory.json
inventory: research/findings/recessionalert_inventory.md
manifest: research/artifacts/recessionalert/manifest.json
source sha256: sha256:d343299b639e26b151cf44a30aa64795bd6c12068af6e4ecb65d7295f7c20d5b

Baseline implementation

claim kind

documented_but_incomplete

driver

UNRATE

exploratory

True

family

documented-five-sleeve-parallel

sleeve_eqwt_lag1

lag bars

lookback

metrics

cagr: 0.11048656726536765
events: 30
max drawdown: -0.2403509624886081
n months: 402
sharpe: 0.946898618253246
time in market: 0.8362282878411911
vol: 0.11859225672523331

span

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

What to try interactively

default
1
name
lag_bars
values
- 0
- 1
- 2
default
12
name
lookback
values
- 6
- 12
- 21
default
0.0
name
threshold
values
- 0.0
- -0.5
default
documented-five-sleeve-parallel
name
family
values
- documented-five-sleeve-parallel
- documented-sigs-composite-monitor
- documented-stm-death-power-sizing
- inferred-buy-on-dip-overlay
- inferred-sigs-multivote-proxy
- inferred-best-effort-macro-grid
- speculative-sleeve-plus-dip-consensus

Suggested next research

Would an authorized workbook refresh add native SIGS or sleeve state histories?
Does importing CFNAI/USSLIND improve RFE-sleeve fidelity?
Can official STM Death/Power calendars be recovered from later Reflections posts offline?

Trial ledger

iteration
1
summary
Initial offline proxy campaign from cached 2013 meta-article.

Next questions

Would an authorized workbook refresh add native SIGS or sleeve state histories?
Does importing CFNAI/USSLIND improve RFE-sleeve fidelity?
Can official STM Death/Power calendars be recovered from later Reflections posts offline?

Review status

published. Research publication does not imply official admission.

Return to pending research