Research campaign · Iteration 1 · unassessed
MODELS: Detection of major bottoms & birth of new bull markets | RecessionAlert — exploratory campaign
What can be learned from the MEGA major-bottoms MODELS page using labeled public proxies when native MEGA SIG counts and eight sub-model series are absent?
- Expressions
- 9
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
The MEGA major-bottoms page discloses eight sub-models, partial panic-flush thresholds, and a 15-session 3–4 model agreement rule, but ships no native MEGA SIG series or executable ALGO/PEV/OctaEDGE formulas.
One hundred sixty-four labeled public-proxy variants were executed on an 8428-bar SPY/^VIX chain; all are exploratory inferred reconstructions, not RecessionAlert-native series.
Best causal ensemble is mega-agreement-lag1-lb21-c3 (CAGR 5.9%); best causal CAGR is mega-panic-flush-lag1-lb252 (8.0%); lag-0 new-highs-absence control inflates to 27.5% and is non-causal.
Diagnostics confirm lag>=1 primary policy, seven fidelity failure modes, mixed crisis-window behavior, and zero-signal ZBT variants preserved as informative negatives.
Disposition is exploratory_tested_proxy with no playable indicator promotion.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
No native MEGA SIG count or eight model observation tables in snapshot.
ALGO/PEV/OctaEDGE formulas undisclosed; all variants are labeled proxies.
Publication lag unknown; causal execution uses lag_bars>=1.
No disclosed exit rule or portfolio map.
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 |
|---|---|---|---|---|---|
| mega-panic-flush-lag1-lb252panic flush proxy | 8.0% | 0.52 | -38.2% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-pev-escape-lag1-lb21pev escape velocity proxy | 2.0% | 0.26 | -29.6% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-zbt-classic-lag1-lb63zbt classic proxy | 3.2% | 0.50 | -23.9% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-cmhi-swing-lag1-lb63cmhi swing proxy | 2.6% | 0.45 | -23.9% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-dma50-thrust-lag1-lb50dma50 thrust proxy | 3.5% | 0.42 | -24.1% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-drawdown-breakout-lag1-lb63drawdown breakout proxy | 1.8% | 0.29 | -23.9% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-new-highs-absence-lag0-lb63new highs absence proxy | 27.5% | 2.97 | -8.9% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-agreement-lag1-lb21-c3mega agreement count | 5.9% | 0.43 | -28.7% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
| mega-fear-drawdown-lag1-lb63fear drawdown combo | 2.8% | 0.27 | -29.4% | Not recorded |
exploratory inferred/public-proxy; not native MEGA parity |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
mega-panic-flush-lag1-lb252
- claim kind
inferred_documented_panic
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
panic_flush_proxy
- id
mega-panic-flush-lag1-lb252
- lag bars
1
- lookback
252
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-pev-escape-lag1-lb21
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
pev_escape_velocity_proxy
- id
mega-pev-escape-lag1-lb21
- lag bars
1
- lookback
21
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-zbt-classic-lag1-lb63
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
zbt_classic_proxy
- id
mega-zbt-classic-lag1-lb63
- lag bars
1
- lookback
63
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-cmhi-swing-lag1-lb63
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
cmhi_swing_proxy
- id
mega-cmhi-swing-lag1-lb63
- lag bars
1
- lookback
63
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-dma50-thrust-lag1-lb50
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
dma50_thrust_proxy
- id
mega-dma50-thrust-lag1-lb50
- lag bars
1
- lookback
50
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-drawdown-breakout-lag1-lb63
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
drawdown_breakout_proxy
- id
mega-drawdown-breakout-lag1-lb63
- lag bars
1
- lookback
63
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-new-highs-absence-lag0-lb63
- claim kind
control_only
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
new_highs_absence_proxy
- id
mega-new-highs-absence-lag0-lb63
- lag bars
0
- lookback
63
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-agreement-lag1-lb21-c3
- claim kind
inferred_documented_agreement
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
3
- family
mega_agreement_count
- id
mega-agreement-lag1-lb21-c3
- lag bars
1
- lookback
21
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
mega-fear-drawdown-lag1-lb63
- claim kind
inferred_family_variant
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
fear_drawdown_combo
- id
mega-fear-drawdown-lag1-lb63
- lag bars
1
- lookback
63
- source fidelity
False
Expression needs a stable identifier or a completed campaign before selection.
Interactive lab
Interactive history unavailableLoading 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
2026-08-22T23:48:46Z
- inventory
research/findings/recessionalert_inventory.md
- manifest
research/artifacts/recessionalert/manifest.json
- native span
none_on_page; zero target-page assets
- publication lag
unknown; research default lag>=1 on daily close
- sha256
sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41
What the source claims
Eight trough models combined on MEGA chart with 15-session agreement rule.
Partial panic-flush thresholds (detrended VIX>29, drawdown>28%, breadth extremes).
Daily SPY/^VIX/IWM proxy panel for absent native series.
3-of-8 sub-model agreement count ensemble.
Rules actually disclosed
Eight trough models combined on MEGA chart with 15-session agreement rule.
Partial panic-flush thresholds (detrended VIX>29, drawdown>28%, breadth extremes).
What had to be inferred
Daily SPY/^VIX/IWM proxy panel for absent native series.
3-of-8 sub-model agreement count ensemble.
Research questions
What can be learned from the MEGA major-bottoms MODELS page using labeled public proxies when native MEGA SIG counts and eight sub-model series are absent?
Data
- execution
lag_bars>=1 primary; lag 0 control labeled non-causal
- redistribution
Publish derived exploratory research only; no native series redistribution.
- source sha256
sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41
Baseline implementation
- claim kind
inferred_documented_panic
- classification
exploratory inferred/public-proxy; not native MEGA parity
- count threshold
Not recorded in this iteration.
- family
panic_flush_proxy
- id
mega-panic-flush-lag1-lb252
- lag bars
1
- lookback
252
- metrics
- cagr
0.07980089181924366
- exposure
0.4734781060875756
- max drawdown
-0.3815030128905309
- n bars
8427
- positive events
3990
- sharpe
0.5227315210369203
- vol
0.15266133494484133
- source fidelity
False
Suggested next research
Obtain native MEGA SIG count and eight sub-model observation series under separate authorization.
Resolve detrended-VIX construction, breadth universe, and exact panic-flush breadth inputs.
Document point-in-time publication lag and revision policy for MEGA model releases.
Disclose executable ALGO1/ALGO2, PEV pattern set, and OctaEDGE absence formulas if available.
Validate crisis-window bottom timing on authorized workbook or chart observations rather than public proxies.
Trial ledger
- number
1
- status
exploring
- variants
9
Next questions
Obtain native MEGA SIG count and eight sub-model observation series under separate authorization.
Resolve detrended-VIX construction, breadth universe, and exact panic-flush breadth inputs.
Document point-in-time publication lag and revision policy for MEGA model releases.
Disclose executable ALGO1/ALGO2, PEV pattern set, and OctaEDGE absence formulas if available.
Validate crisis-window bottom timing on authorized workbook or chart observations rather than public proxies.
Review status
exploring. Research publication does not imply official admission.
Return to pending research