Research campaign · Iteration 1 · unassessed

CHARTS >Monthly Charts | RecessionAlert — exploratory proxy campaign

Can the incomplete RecessionAlert Monthly Charts multi-tab family yield any causally timed, playable insight from labeled public month-end proxies when native tab series and thresholds are absent?

Expressions: 21
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

Source is a multi-tab monthly chart family with cadence only; native series and thresholds are absent.
Executed 21 labeled variants (19 causal, 2 lag-0 controls) on month-end proxies from 1993+.
Highest descriptive causal Sharpe among tested variants: mcmhi_spy_lb12_lag1 (1.031).
Lag-0 controls can outperform; they are non-causal and not claimable.
Disposition exploratory_tested_proxy under Other/Research with explicit NO-GO for native Monthly Charts parity.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

Native RecessionAlert Monthly Charts observations are unavailable.
Public proxies are not official tab series.
No disclosed buy/sell/hold portfolio contract.
Publication lag per tab is unknown; lag>=1 is campaign policy.
Results are exploratory and not investment advice or catalog admission.

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
sahm_t050_lag1sahm-u52-unemployment-proxy	11.7%	0.91	-23.9%	1994-01-31 2025-10-31	exploratory
sahm_t035_lag1sahm-u52-unemployment-proxy	10.6%	0.86	-24.9%	1994-01-31 2025-10-31	exploratory
sahm_t050_lag2sahm-u52-unemployment-proxy	10.9%	0.86	-24.2%	1994-02-28 2025-11-30	exploratory
sahm_t050_lag0_controlsahm-u52-unemployment-proxy	10.8%	0.86	-25.5%	1993-12-31 2025-09-30	exploratory
lei_roc_lb12_lag1world-lei-usmlei-growth-diffusion	9.3%	0.79	-32.1%	1994-02-28 2026-07-31	exploratory
lei_roc_lb6_lag1world-lei-usmlei-growth-diffusion	10.1%	0.86	-32.3%	1993-08-31 2026-07-31	exploratory
lei_roc_lb21_lag1world-lei-usmlei-growth-diffusion	10.6%	0.90	-27.9%	1994-11-30 2026-07-31	exploratory
lei_roc_lb12_lag2world-lei-usmlei-growth-diffusion	9.8%	0.82	-30.4%	1994-03-31 2026-07-31	exploratory
vixyc_lb12_lag1vix-yc-stress-overlay	7.4%	0.72	-38.5%	1993-02-28 2026-07-31	exploratory
vixyc_lb21_lag1vix-yc-stress-overlay	7.3%	0.73	-39.5%	1993-02-28 2026-07-31	exploratory
vixyc_lb12_lag2vix-yc-stress-overlay	6.5%	0.61	-33.2%	1993-03-31 2026-07-31	exploratory
mcmhi_spy_lb12_lag1mcmhi-stm-market-health-proxy	11.6%	1.03	-19.3%	1994-01-31 2026-07-31	exploratory
mcmhi_spy_lb21_lag1mcmhi-stm-market-health-proxy	11.4%	0.95	-25.6%	1994-10-31 2026-07-31	exploratory
mcmhi_breadth_lb12_lag1mcmhi-stm-market-health-proxy	8.4%	0.90	-21.7%	1994-01-31 2026-07-31	exploratory
macro_vote2_lag1macro-trade-crb-cbank-gdp-vote	7.2%	0.88	-26.5%	1993-02-28 2026-07-31	exploratory
macro_vote3_lag1macro-trade-crb-cbank-gdp-vote	9.7%	0.84	-45.5%	1993-02-28 2026-07-31	exploratory
macro_vote2_lag2macro-trade-crb-cbank-gdp-vote	4.7%	0.56	-21.1%	1993-03-31 2026-07-31	exploratory
be_lb12_t0_lag1best-effort-neighbor-grid	11.6%	1.03	-19.3%	1994-01-31 2026-07-31	exploratory
be_lb21_t0_lag1best-effort-neighbor-grid	11.4%	0.95	-25.6%	1994-10-31 2026-07-31	exploratory
be_lb12_tm05_lag1best-effort-neighbor-grid	10.9%	0.92	-21.2%	1994-01-31 2026-07-31	exploratory
be_lb12_t0_lag0_controlbest-effort-neighbor-grid	18.7%	1.69	-15.3%	1993-12-31 2026-07-31	exploratory

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

sahm_t050_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: sahm-u52-unemployment-proxy
id: sahm_t050_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

sahm_t035_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: sahm-u52-unemployment-proxy
id: sahm_t035_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.35

Confirm as strategy Confirm as indicator

sahm_t050_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: sahm-u52-unemployment-proxy
id: sahm_t050_lag2
lag bars: 2
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

sahm_t050_lag0_control

claim kind: inferred
claim role: control_only
exploratory: True
family: sahm-u52-unemployment-proxy
id: sahm_t050_lag0_control
lag bars: 0
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

lei_roc_lb12_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: world-lei-usmlei-growth-diffusion
id: lei_roc_lb12_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

lei_roc_lb6_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: world-lei-usmlei-growth-diffusion
id: lei_roc_lb6_lag1
lag bars: 1
lookback: 6
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

lei_roc_lb21_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: world-lei-usmlei-growth-diffusion
id: lei_roc_lb21_lag1
lag bars: 1
lookback: 21
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

lei_roc_lb12_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: world-lei-usmlei-growth-diffusion
id: lei_roc_lb12_lag2
lag bars: 2
lookback: 12
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

vixyc_lb12_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: vix-yc-stress-overlay
id: vixyc_lb12_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

vixyc_lb21_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: vix-yc-stress-overlay
id: vixyc_lb21_lag1
lag bars: 1
lookback: 21
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

vixyc_lb12_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: vix-yc-stress-overlay
id: vixyc_lb12_lag2
lag bars: 2
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

mcmhi_spy_lb12_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: mcmhi-stm-market-health-proxy
id: mcmhi_spy_lb12_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

mcmhi_spy_lb21_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: mcmhi-stm-market-health-proxy
id: mcmhi_spy_lb21_lag1
lag bars: 1
lookback: 21
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

mcmhi_breadth_lb12_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: mcmhi-stm-market-health-proxy
id: mcmhi_breadth_lb12_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

macro_vote2_lag1

claim kind: speculative_extension
claim role: causal_primary
exploratory: True
family: macro-trade-crb-cbank-gdp-vote
id: macro_vote2_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

macro_vote3_lag1

claim kind: speculative_extension
claim role: causal_primary
exploratory: True
family: macro-trade-crb-cbank-gdp-vote
id: macro_vote3_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

macro_vote2_lag2

claim kind: speculative_extension
claim role: causal_primary
exploratory: True
family: macro-trade-crb-cbank-gdp-vote
id: macro_vote2_lag2
lag bars: 2
lookback: 12
source fidelity: False
threshold: 0.5

Confirm as strategy Confirm as indicator

be_lb12_t0_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: best-effort-neighbor-grid
id: be_lb12_t0_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

be_lb21_t0_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: best-effort-neighbor-grid
id: be_lb21_t0_lag1
lag bars: 1
lookback: 21
source fidelity: False
threshold: 0.0

Confirm as strategy Confirm as indicator

be_lb12_tm05_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: best-effort-neighbor-grid
id: be_lb12_tm05_lag1
lag bars: 1
lookback: 12
source fidelity: False
threshold: -0.5

Confirm as strategy Confirm as indicator

be_lb12_t0_lag0_control

claim kind: inferred
claim role: control_only
exploratory: True
family: best-effort-neighbor-grid
id: be_lb12_t0_lag0_control
lag bars: 0
lookback: 12
source fidelity: False
threshold: 0.0

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: 2026-08-22T23:39:01Z
native span: single HTML multi-tab snapshot; no source-linked numeric span
publication lag: unknown; page states monthly updates at varying days; campaign lag>=1
redacted url: https://recessionalert.com/monthly-charts/
sha256: sha256:2241dedc4f58e8c154b67ded28764fe8d68f3f588ebdddb421dd19bc7b66a4c1
title: CHARTS >Monthly Charts | RecessionAlert
url: https://recessionalert.com/monthly-charts/

What the source claims

Multi-tab Monthly Charts family with WORLD TRADE, U-52, SAHM, WORLD LEI-1/2/3, VIX/YC, USMLEI, M-CMHI, STM, CRB, CBANK POLICY, GDP, GDP2.
Charts updated monthly at varying days when data for respective charts become available.
UI links to SAHM research note, CMHI_DATA.xlsx, de-trended CMHI, and private GDP iframes.
No formulas, thresholds, buy/sell mapping, or source-linked observation series on this row; assets=0.
Sahm/U-52 unemployment-trigger proxies on UNRATE; LEI growth ROC on INDPRO; VIX/YC stress on ^VIX+T10Y3MM; M-CMHI/STM SPY trend/breadth stand-ins.
WORLD TRADE/CRB/CBANK/GDP multi-macro stress vote overlays.
Native Monthly Charts tab parity, chart/xlsx SHA256 parity, per-tab release clocks, and disclosed portfolio mapping.

Rules actually disclosed

Multi-tab Monthly Charts family with WORLD TRADE, U-52, SAHM, WORLD LEI-1/2/3, VIX/YC, USMLEI, M-CMHI, STM, CRB, CBANK POLICY, GDP, GDP2.
Charts updated monthly at varying days when data for respective charts become available.
UI links to SAHM research note, CMHI_DATA.xlsx, de-trended CMHI, and private GDP iframes.
No formulas, thresholds, buy/sell mapping, or source-linked observation series on this row; assets=0.

What had to be inferred

Sahm/U-52 unemployment-trigger proxies on UNRATE; LEI growth ROC on INDPRO; VIX/YC stress on ^VIX+T10Y3MM; M-CMHI/STM SPY trend/breadth stand-ins.
WORLD TRADE/CRB/CBANK/GDP multi-macro stress vote overlays.

Research questions

Can the incomplete RecessionAlert Monthly Charts multi-tab family yield any causally timed, playable insight from labeled public month-end proxies when native tab series and thresholds are absent?

Data

database: data/market.sqlite read-only
fetched at: 2026-08-22T23:39:01Z
frequency: month_end
page sha256: sha256:2241dedc4f58e8c154b67ded28764fe8d68f3f588ebdddb421dd19bc7b66a4c1
proxies: SPY
IEF
UNRATE
INDPRO
^VIX
T10Y3MM
BAA10Y
GS10
WALCL
NFCILEVERAGE
QQQ
IWM
BIL
ra database: data/recessionalert.sqlite read-only; no mutation

Baseline implementation

claim kind

inferred

claim role

causal_primary

exploratory

True

family

sahm-u52-unemployment-proxy

sahm_t050_lag1

lag bars

lookback

metrics

cagr: 0.11651715726987444
end: 2025-10-31
max drawdown: -0.23927178828328344
n months: 382
risk off events: 26
risk on share: 0.8638743455497382
sharpe: 0.9087593003011495
start: 1994-01-31
vol: 0.13131911806178703

source fidelity

False

threshold

0.5

What to try interactively

name
family
type
enum
values
- sahm-u52-unemployment-proxy
- world-lei-usmlei-growth-diffusion
- vix-yc-stress-overlay
- mcmhi-stm-market-health-proxy
- macro-trade-crb-cbank-gdp-vote
- best-effort-neighbor-grid
name
lag_bars
type
integer
values
- 0
- 1
- 2
name
lookback
type
integer
values
- 3
- 6
- 12
- 21
name
threshold
type
number
values
- 0.0
- -0.5
- 0.35
- 0.5

Suggested next research

Can an authorized refresh attach SHA256 assets for CMHI_DATA.xlsx and monthly chart GIFs?
Do sibling Sahm/WLEI/CMHI pages disclose formulas that should remain separate inventory rows?
Would first-release macro vintages change causal lag conclusions?

Trial ledger

iteration
1
note
Initial offline best-effort proxy campaign for issue 1528
status
published

Next questions

Can an authorized refresh attach SHA256 assets for CMHI_DATA.xlsx and monthly chart GIFs?
Do sibling Sahm/WLEI/CMHI pages disclose formulas that should remain separate inventory rows?
Would first-release macro vintages change causal lag conclusions?

Review status

published. Research publication does not imply official admission.

Return to pending research