Research campaign · Iteration 1 · unassessed

MODELS : New Optimum Market timing Page | RecessionAlert

Can labeled public proxies and the related OPTIMUM_DATA workbook extract any useful SPY/IEF market-timing overlay from the incomplete OPTIMUM announcement page?

Expressions: 25
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

Twenty-five labeled variants executed with lag>=1 causal_primary and lag-0 control_only.
Best causal sharpe among tested variants: bull_sma12_lag1 sharpe=1.031.
Native OPTIMUM fidelity remains NO-GO; publication is Other/Research exploratory_tested_proxy.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

Not native OPTIMUM parity
On-row assets=0; GIF SHA256 unavailable
Workbook is off-row related crawl object
Publication lag unknown; lag>=1 inferred

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
o1_unrate_sahm_lb12_lag1optimum1-macro-cycle-proxy	11.7%	0.91	-23.9%	1994-01-31 2025-10-31	exploratory
o1_indpro_mom_lb12_lag1optimum1-macro-cycle-proxy	10.7%	0.88	-37.7%	1994-01-31 2026-07-31	exploratory
o1_unrate_sahm_lb12_lag2optimum1-macro-cycle-proxy	10.9%	0.86	-24.2%	1994-02-28 2025-11-30	exploratory
o1_unrate_sahm_lb12_lag0_controloptimum1-macro-cycle-proxy	10.8%	0.86	-25.5%	1993-12-31 2025-09-30	exploratory
bull_sma12_lag1optimum-bull-frequency-spy-trend	11.6%	1.03	-19.3%	1994-01-31 2026-07-31	exploratory
bull_sma6_lag1optimum-bull-frequency-spy-trend	10.2%	0.96	-24.2%	1993-07-31 2026-07-31	exploratory
bull_sma21_lag2optimum-bull-frequency-spy-trend	11.9%	0.95	-21.1%	1994-11-30 2026-07-31	exploratory
bull_sma12_lag0_controloptimum-bull-frequency-spy-trend	18.7%	1.69	-15.3%	1993-12-31 2026-07-31	exploratory
cmhi_spy_sma12_lag1optimum-cmhi-market-health-proxy	11.6%	1.03	-19.3%	1994-01-31 2026-07-31	exploratory
cmhi_spy_iwm_lb12_lag1optimum-cmhi-market-health-proxy	8.4%	0.90	-21.7%	1994-01-31 2026-07-31	exploratory
cmhi_spy_sma21_lag2optimum-cmhi-market-health-proxy	11.9%	0.95	-21.1%	1994-11-30 2026-07-31	exploratory
stm_nov_apr_lag1stm-seasonality-proxy	7.2%	0.70	-21.5%	1993-02-28 2026-07-31	exploratory
stm_oct_apr_lag1stm-seasonality-proxy	9.0%	0.81	-27.7%	1993-02-28 2026-07-31	exploratory
stm_nov_may_lag2stm-seasonality-proxy	7.6%	0.69	-29.2%	1993-03-31 2026-07-31	exploratory
d1_vote_gt0_lag1optimum-d1-d2-diffusion-vote	9.4%	0.96	-19.3%	1993-02-28 2026-07-31	exploratory
d2_ex_macro_gt0_lag1optimum-d1-d2-diffusion-vote	10.1%	0.99	-19.3%	1993-02-28 2026-07-31	exploratory
d1_vote_gt1_lag2optimum-d1-d2-diffusion-vote	7.9%	0.80	-20.6%	1993-03-31 2026-07-31	exploratory
d1_vote_gt0_lag0_controloptimum-d1-d2-diffusion-vote	15.7%	1.56	-15.3%	1993-02-28 2026-07-31	exploratory
be_spy_lb12_lag1_t0best-effort-neighbor-grid	11.6%	1.03	-19.3%	1994-01-31 2026-07-31	exploratory
be_spy_lb21_lag1_tneg05best-effort-neighbor-grid	11.6%	0.93	-27.6%	1994-10-31 2026-07-31	exploratory
be_unrate_lb12_lag2_t0best-effort-neighbor-grid	3.6%	0.39	-50.8%	1994-02-28 2025-11-30	exploratory
wb_opt1_lag1related-workbook-position-overlay	8.5%	0.76	-25.4%	2009-04-30 2026-07-31	exploratory
wb_diffn_gt0_lag1related-workbook-position-overlay	12.5%	1.01	-29.5%	2009-04-30 2026-07-31	exploratory
wb_optcmhi_lag2related-workbook-position-overlay	9.3%	0.81	-23.5%	2009-05-31 2026-07-31	exploratory
wb_opt1_lag0_controlrelated-workbook-position-overlay	14.2%	1.27	-19.6%	2009-03-31 2026-07-31	exploratory

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

o1_unrate_sahm_lb12_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum1-macro-cycle-proxy

o1_unrate_sahm_lb12_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

o1_indpro_mom_lb12_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum1-macro-cycle-proxy

o1_indpro_mom_lb12_lag1

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

o1_unrate_sahm_lb12_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum1-macro-cycle-proxy

o1_unrate_sahm_lb12_lag2

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

o1_unrate_sahm_lb12_lag0_control

claim kind

inferred

claim role

control_only

exploratory

True

family

optimum1-macro-cycle-proxy

o1_unrate_sahm_lb12_lag0_control

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

bull_sma12_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-bull-frequency-spy-trend

bull_sma12_lag1

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

bull_sma6_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-bull-frequency-spy-trend

bull_sma6_lag1

lag bars

parameters

lookback: 6
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

bull_sma21_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-bull-frequency-spy-trend

bull_sma21_lag2

lag bars

parameters

lookback: 21
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

bull_sma12_lag0_control

claim kind

inferred

claim role

control_only

exploratory

True

family

optimum-bull-frequency-spy-trend

bull_sma12_lag0_control

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

cmhi_spy_sma12_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-cmhi-market-health-proxy

cmhi_spy_sma12_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

cmhi_spy_iwm_lb12_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-cmhi-market-health-proxy

cmhi_spy_iwm_lb12_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

cmhi_spy_sma21_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-cmhi-market-health-proxy

cmhi_spy_sma21_lag2

lag bars

parameters

lookback: 21
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

stm_nov_apr_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

stm-seasonality-proxy

stm_nov_apr_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

stm_oct_apr_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

stm-seasonality-proxy

stm_oct_apr_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

stm_nov_may_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

stm-seasonality-proxy

stm_nov_may_lag2

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

d1_vote_gt0_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-d1-d2-diffusion-vote

d1_vote_gt0_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

d2_ex_macro_gt0_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-d1-d2-diffusion-vote

d2_ex_macro_gt0_lag1

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

d1_vote_gt1_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum-d1-d2-diffusion-vote

d1_vote_gt1_lag2

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 1

Confirm as strategy Confirm as indicator

d1_vote_gt0_lag0_control

claim kind

inferred

claim role

control_only

exploratory

True

family

optimum-d1-d2-diffusion-vote

d1_vote_gt0_lag0_control

lag bars

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

be_spy_lb12_lag1_t0

claim kind

inferred

claim role

causal_primary

exploratory

True

family

best-effort-neighbor-grid

be_spy_lb12_lag1_t0

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

be_spy_lb21_lag1_tneg05

claim kind

inferred

claim role

causal_primary

exploratory

True

family

best-effort-neighbor-grid

be_spy_lb21_lag1_tneg05

lag bars

parameters

lookback: 21
threshold: -0.5
vote threshold: 0

Confirm as strategy Confirm as indicator

be_unrate_lb12_lag2_t0

claim kind

inferred

claim role

causal_primary

exploratory

True

family

best-effort-neighbor-grid

be_unrate_lb12_lag2_t0

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

wb_opt1_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

related-workbook-position-overlay

wb_opt1_lag1

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

wb_diffn_gt0_lag1

claim kind

inferred

claim role

causal_primary

exploratory

True

family

related-workbook-position-overlay

wb_diffn_gt0_lag1

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

wb_optcmhi_lag2

claim kind

inferred

claim role

causal_primary

exploratory

True

family

related-workbook-position-overlay

wb_optcmhi_lag2

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 0

Confirm as strategy Confirm as indicator

wb_opt1_lag0_control

claim kind

inferred

claim role

control_only

exploratory

True

family

related-workbook-position-overlay

wb_opt1_lag0_control

lag bars

parameters

lookback: 12
threshold: 0.0
vote threshold: 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: 2026-08-22T23:48:34Z
kind: recessionalert_page
sha256: sha256:629eb608c92292232fba0c1b5c4fc5b6cfade7735f251cb3fb87e64548a34f01
title: MODELS : New Optimum Market timing Page | RecessionAlert
url: https://recessionalert.com/new-optimum-market-timing-page/

What the source claims

OPTIMUM family relocated to /pro-optimum/ with macro vs bull classes and March 2009 standardized tables.
Named models OPTIMUM-1..5, OPTIMUM-CMHI, STM, D1/D2 diffusion, ANALYZER, alerting/EOD stops.
Page claims explicit entry/exit rules without disclosing series, lookbacks, or thresholds on this SHA.
Public Sahm/SMA/seasonality/diffusion reconstructions and lagged off-row workbook positions are exploratory stand-ins.

Rules actually disclosed

OPTIMUM family relocated to /pro-optimum/ with macro vs bull classes and March 2009 standardized tables.
Named models OPTIMUM-1..5, OPTIMUM-CMHI, STM, D1/D2 diffusion, ANALYZER, alerting/EOD stops.
Page claims explicit entry/exit rules without disclosing series, lookbacks, or thresholds on this SHA.

What had to be inferred

Public Sahm/SMA/seasonality/diffusion reconstructions and lagged off-row workbook positions are exploratory stand-ins.

Research questions

Can labeled public proxies and the related OPTIMUM_DATA workbook extract any useful SPY/IEF market-timing overlay from the incomplete OPTIMUM announcement page?

Data

database: data/market.sqlite + data/recessionalert.sqlite read-only
fetched at: 2026-08-22T23:48:34Z
linked assets: 0
page sha256: sha256:629eb608c92292232fba0c1b5c4fc5b6cfade7735f251cb3fb87e64548a34f01
related workbook sha256: sha256:c01364504b43f157c9fd58752b2c8c9774318f04542f736198ce74cf4d0350d4

Baseline implementation

claim kind

inferred

claim role

causal_primary

exploratory

True

family

optimum1-macro-cycle-proxy

o1_unrate_sahm_lb12_lag1

lag bars

metrics

cagr: 0.11651715726987444
end: 2025-10-31
max drawdown: -0.23927178828328344
n months: 382
risk off events: 30
risk on share: 0.8638743455497382
sharpe: 0.9087593003011495
start: 1994-01-31
vol: 0.13131911806178703

parameters

lookback: 12
threshold: 0.5
vote threshold: 0

What to try interactively

id
lag_bars
values
- 0
- 1
- 2
id
lookback
values
- 6
- 12
- 21
id
threshold
values
- 0.0
- -0.5
- 0.5

Suggested next research

Does /pro-optimum/ disclose executable formulas that close the fidelity gap?
Can OPTIMUM_DATA.xlsx be linked with page_url provenance in a future crawl?
Do D1/D2 diffusion votes improve crash protection versus single sleeves?

Trial ledger

iteration
1
note
Initial exploratory proxy campaign for issue 1536

Next questions

Does /pro-optimum/ disclose executable formulas that close the fidelity gap?
Can OPTIMUM_DATA.xlsx be linked with page_url provenance in a future crawl?
Do D1/D2 diffusion votes improve crash protection versus single sleeves?

Review status

published. Research publication does not imply official admission.

Return to pending research