Research campaign · Iteration 1 · unassessed

RecessionAlert PRO Charts — exploratory public-proxy campaign

Can the distinct RecessionAlert PRO Charts row yield any causally timed, playable insight from the checked-in snapshot when native component observations and complete execution semantics are absent?

Expressions: 6
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

The source is a contextual multi-tab family, not one executable indicator; disclosed formulas and thresholds are preserved separately from inferred proxies.
Inventory, manifest, and read-only snapshot agree on the redacted URL, SHA256 sha256:57ddf56cb62e1dd8ad38fae88849241fa3f07f3dab2188de4b16df00c1c523eb, fetch 2026-08-22T23:38:33Z, HTTP 200, 109252 bytes, and zero target assets.
Five causal proxy variants and one lag-zero control were executed. Causal CAGRs span 4.55%-7.01% and trail buy-and-hold SPY; results are heterogeneous and lag/regime sensitive.
The combined majority-vote overlay had the highest descriptive causal CAGR (7.01%), but no result establishes native RecessionAlert parity or a promotion-ready signal.
This is an exploratory Other / Research publication with derived proxy series and explicit source-fidelity limitations.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

Native RecessionAlert observations and proprietary component definitions are absent.
SPY price, VIX, and WALCL proxies are not DCOM, OCTA high-count, or native Fed chart values.
No exact RecessionAlert publication cutoffs, economic release vintages, state precedence, sizing, cost, cash, exit, or re-entry policy is known.
Variant comparisons use different effective spans and exposure levels; no significance, false-signal, or untouched holdout inference is claimed.
Results remain exploratory and are not a recommendation or official indicator registration.
The source page is a family of contextual charts, so no single official indicator is registered.

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
pro-dcom-lag0-lb6-t0dcom liquidity	—	—	—	Not recorded	tested
pro-dcom-lag1-lb12-t0dcom liquidity	—	—	—	Not recorded	tested
pro-dcom-lag2-lb21-t0dcom liquidity	—	—	—	Not recorded	tested
pro-trough-lag1-lb12-t85trough buy	—	—	—	Not recorded	tested
pro-fed-lag1-lb12-t0fed liquidity	—	—	—	Not recorded	tested
pro-combined-lag1-lb12-t85combined overlay	—	—	—	Not recorded	tested

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

pro-dcom-lag0-lb6-t0

annualized volatility: 0.1219667723510116
cagr: 0.10658501131711628
claim kind: control_only
effective end: 2026-07-31
effective start: 2004-05-31
exploratory: True
family: dcom_liquidity
id: pro-dcom-lag0-lb6-t0
label: same-period lookahead control; never causal
lag bars: 0
lookback months: 6
max drawdown: -0.46322428352908607
observations: 267
risk on exposure: 0.4943820224719101
sharpe: 0.8738856432994085
status: tested
threshold: 0.0
total return: 8.520536683064504

Confirm as strategy Confirm as indicator

pro-dcom-lag1-lb12-t0

annualized volatility: 0.11103026378615936
cagr: 0.06086943895168151
claim kind: inferred_best_guess
effective end: 2026-07-31
effective start: 2004-12-31
exploratory: True
family: dcom_liquidity
id: pro-dcom-lag1-lb12-t0
label: causal inferred DCOM/MTLV2 public-proxy best guess
lag bars: 1
lookback months: 12
max drawdown: -0.46322428352908596
observations: 260
risk on exposure: 0.5038461538461538
sharpe: 0.5482238524526434
status: tested
threshold: 0.0
total return: 2.5975651733196514

Confirm as strategy Confirm as indicator

pro-dcom-lag2-lb21-t0

annualized volatility: 0.1213696628970094
cagr: 0.04552318332322858
claim kind: inferred_nearby_variant
effective end: 2026-07-31
effective start: 2005-10-31
exploratory: True
family: dcom_liquidity
id: pro-dcom-lag2-lb21-t0
label: conservative nearby DCOM lag/lookback variant
lag bars: 2
lookback months: 21
max drawdown: -0.4855107006204703
observations: 250
risk on exposure: 0.48
sharpe: 0.375078765456061
status: tested
threshold: 0.0
total return: 1.5280446178868803

Confirm as strategy Confirm as indicator

pro-trough-lag1-lb12-t85

annualized volatility: 0.15107509187429424
cagr: 0.047335249117604894
claim kind: inferred_family_variant
effective end: 2026-01-31
effective start: 2002-08-31
exploratory: True
family: trough_buy
id: pro-trough-lag1-lb12-t85
label: causal OCTA trough-buy breadth analogue
lag bars: 1
lookback months: 12
max drawdown: -0.3924283306783982
observations: 109
risk on exposure: 0.5068493150684932
sharpe: 0.3133226565037694
status: tested
threshold: 0.85
total return: 0.5221073867969033

Confirm as strategy Confirm as indicator

pro-fed-lag1-lb12-t0

annualized volatility: 0.13192872435966282
cagr: 0.06531796024599545
claim kind: inferred_family_variant
effective end: 2026-07-31
effective start: 2004-01-31
exploratory: True
family: fed_liquidity
id: pro-fed-lag1-lb12-t0
label: causal Fed WALCL YoY liquidity analogue
lag bars: 1
lookback months: 12
max drawdown: -0.5078480735726956
observations: 271
risk on exposure: 0.6605166051660517
sharpe: 0.4951003700143894
status: tested
threshold: 0.0
total return: 3.1741979175420383

Confirm as strategy Confirm as indicator

pro-combined-lag1-lb12-t85

annualized volatility: 0.12044549926086863
cagr: 0.07010390613666928
claim kind: speculative_extension
effective end: 2026-07-31
effective start: 2004-01-31
exploratory: True
family: combined_overlay
id: pro-combined-lag1-lb12-t85
label: causal majority exploratory SPY/IEF overlay
lag bars: 1
lookback months: 12
max drawdown: -0.5078480735726957
observations: 263
risk on exposure: 0.44866920152091255
sharpe: 0.5820384038164326
status: tested
threshold: 0.85
total return: 3.4148781644987896

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: 2026-08-22T23:38:33Z
sha256: sha256:57ddf56cb62e1dd8ad38fae88849241fa3f07f3dab2188de4b16df00c1c523eb
url: https://recessionalert.com/chartspro/

What the source claims

The SHA-pinned PRO Charts page describes MTLV2/DCOM four-factor medium-term composite, six long-term trough-buy counters (MODEL-114/220/222/330/332/13WK), and Fed H.4.1 weekly balance-sheet charts with directional interpretations.
The source states DCOM standardization, counter thresholds and average t+1..t+6 trough timings, percentiles since 1990, PRO 15-minute updates, and Wednesday H.4.1 Fed charts, but does not provide source-linked observations, complete calibration, vintage policy, exact cutoffs, or portfolio rules.
Public SPY/^VIX/WALCL DCOM, SPY/VIX trough-buy, and WALCL Fed YoY proxies test related hypotheses on cached month-end data; all outputs are exploratory and not native source values.
A majority SPY/IEF overlay tests an explicit descriptive portfolio mapping because the source supplies no target, sizing, precedence, exit, re-entry, or cost rule.
Exact RecessionAlert component values, native combined state, first-release vintages, and proprietary DCOM/OCTA calibration remain untestable with the checked-in snapshot.

Rules actually disclosed

MTLV2/DCOM four-factor medium-term composite
Six OCTA trough-buy counters with model-specific thresholds
Fed H.4.1 Wednesday headline YoY securities held outright

What had to be inferred

SPY/VIX/WALCL DCOM proxy; SPY/VIX trough proxy; WALCL Fed YoY; majority combined state; SPY/IEF overlay; lag/lookback/threshold neighborhoods

Research questions

Can the distinct RecessionAlert PRO Charts row yield any causally timed, playable insight from the checked-in snapshot when native component observations and complete execution semantics are absent?

Data

Panel 403 month-end rows 1993-01-31..2026-07-31 from SPY, ^VIX, IEF, BAA10Y, WALCL in data/market.sqlite (read-only).

Baseline implementation

Causal default lag is one available observation followed by next available trading bar. Lag zero appears only as a non-causal control. Missing values remain unavailable.

What to try interactively

Change variant, inspect signal/equity paths, compare causal lag and threshold neighborhoods, and keep lag-zero marked non-causal.

Suggested next research

Authorized native observations
Exact vintages and cutoffs
Constituent high-count histories
Complete portfolio semantics before promotion

Trial ledger

iteration
1
status
published
summary
Proxy-backed exploratory campaign completed; no promotion.

Agent assessment

Publish as exploratory Other / Research evidence. Do not register an official Other / Indicators signal.

Combinations

Majority-vote combined overlay is exploratory; not a source-disclosed precedence rule.

Parameter sensitivity

DCOM lag0 control ~12.96% (lb12); lag1 6.09%; lag2 4.43%. Combined causal best 7.01%.

Regime behavior

Results vary across pre-GFC, GFC, COVID, and recent slices; diagnostics artifact records all family slices.

State-space exploration

Six variants across DCOM, trough, Fed, combined, lag, lookback, and threshold neighborhoods; full ledger is campaign-owned.

Timing and cost sensitivity

All causal results use lag >=1. Lag zero is control-only. No costs, slippage, tax, or native portfolio policy are claimed.

What did not work

No proxy establishes native PRO component identity, source vintage policy, or a canonical combined state. Causal CAGRs trail buy-and-hold SPY.

What the signal looks like

Interactive lab charts show six derived signal/equity paths, labeled inferred/proxy. They are not source observations.

What worked

Read-only cached proxy panel supports executable exploratory signals over long histories; combined majority-vote is descriptively strongest among causal candidates.

Why the failures appear to happen

Missing source observations, proprietary definitions, span mismatch, revision uncertainty, and absent state precedence dominate fidelity risk.

Next questions

Can a separately authorized refresh provide source-linked component observations, chart values, or workbook data for the selected SHA-bound page?
Can first-release timestamps, revision policy, initialization, and exact native spans be documented for each PRO Charts component?
Can RecessionAlert state precedence, persistence, hysteresis, missing-state behavior, target, sizing, exits, re-entry, and costs be obtained from an authorized source?
Do public constituent-level high-count histories materially change the OCTA proxy conclusions after point-in-time alignment?
Can a predeclared untouched validation window distinguish proxy construction from a stable market-timing effect?

Review status

published. Research publication does not imply official admission.

Return to pending research