Research campaign · Iteration 1 · unassessed

PRO > OPTIMUM | RecessionAlert — exploratory proxy campaign

Can public SPY/IEF/macro proxies and off-row OPTIMUM_DATA.xlsx positions extract any useful labeled market-timing signal from the incomplete PRO>OPTIMUM page?

Expressions: 26
Logged trials: Not recorded
Independent events: Not assessed
Evidence: unassessed

What the research found

Pinned /pro-optimum/ sha256:340dfcfa15d9 has zero on-row assets and no executable formulas.
Executed 26 labeled variants; best causal Sharpe among public proxies is wb_stmpro_lag1 (Sharpe 1.437).
Opaque workbook STM-PRO lag1 shows strong in-sample Sharpe but is not native formula fidelity.
Explicit NO-GO for playable Other/Indicators native OPTIMUM/STM/OPT-D promotion.

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

Native formulas, thresholds, publication lag, and chart SHA256 absent
Workbook OPTIMUM_DATA.xlsx is off-row (PRO>Excel Data pointer) and opaque
CFNAI/USSLIND/T10Y2Y unavailable in local macro store
Results are exploratory in-sample overlays, not product parity

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_stmpro_lag1related-workbook-position-overlay	19.0%	1.44	-14.6%	2009-04-30 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
id: o1_unrate_sahm_lb12_lag1
lag bars: 1
lookback: 12
threshold: 0.5

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
id: o1_indpro_mom_lb12_lag1
lag bars: 1
lookback: 12
threshold: 0.0

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
id: o1_unrate_sahm_lb12_lag2
lag bars: 2
lookback: 12
threshold: 0.5

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
id: o1_unrate_sahm_lb12_lag0_control
lag bars: 0
lookback: 12
threshold: 0.5

Confirm as strategy Confirm as indicator

bull_sma12_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: optimum-bull-frequency-spy-trend
id: bull_sma12_lag1
lag bars: 1
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

bull_sma6_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: optimum-bull-frequency-spy-trend
id: bull_sma6_lag1
lag bars: 1
lookback: 6
threshold: 0.0

Confirm as strategy Confirm as indicator

bull_sma21_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: optimum-bull-frequency-spy-trend
id: bull_sma21_lag2
lag bars: 2
lookback: 21
threshold: 0.0

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
id: bull_sma12_lag0_control
lag bars: 0
lookback: 12
threshold: 0.0

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
id: cmhi_spy_sma12_lag1
lag bars: 1
lookback: 12
threshold: 0.5

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
id: cmhi_spy_iwm_lb12_lag1
lag bars: 1
lookback: 12
threshold: 0.5

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
id: cmhi_spy_sma21_lag2
lag bars: 2
lookback: 21
threshold: 0.5

Confirm as strategy Confirm as indicator

stm_nov_apr_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: stm-seasonality-proxy
id: stm_nov_apr_lag1
lag bars: 1
lookback: 12
threshold: 0.5

Confirm as strategy Confirm as indicator

stm_oct_apr_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: stm-seasonality-proxy
id: stm_oct_apr_lag1
lag bars: 1
lookback: 12
threshold: 0.5

Confirm as strategy Confirm as indicator

stm_nov_may_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: stm-seasonality-proxy
id: stm_nov_may_lag2
lag bars: 2
lookback: 12
threshold: 0.5

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
id: d1_vote_gt0_lag1
lag bars: 1
lookback: 12
threshold: 0.5

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
id: d2_ex_macro_gt0_lag1
lag bars: 1
lookback: 12
threshold: 0.5

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
id: d1_vote_gt1_lag2
lag bars: 2
lookback: 12
threshold: 0.5

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
id: d1_vote_gt0_lag0_control
lag bars: 0
lookback: 12
threshold: 0.5

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
id: be_spy_lb12_lag1_t0
lag bars: 1
lookback: 12
threshold: 0.0

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
id: be_spy_lb21_lag1_tneg05
lag bars: 1
lookback: 21
threshold: -0.5

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
id: be_unrate_lb12_lag2_t0
lag bars: 2
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

wb_opt1_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: related-workbook-position-overlay
id: wb_opt1_lag1
lag bars: 1
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

wb_diffn_gt0_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: related-workbook-position-overlay
id: wb_diffn_gt0_lag1
lag bars: 1
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

wb_optcmhi_lag2

claim kind: inferred
claim role: causal_primary
exploratory: True
family: related-workbook-position-overlay
id: wb_optcmhi_lag2
lag bars: 2
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

wb_stmpro_lag1

claim kind: inferred
claim role: causal_primary
exploratory: True
family: related-workbook-position-overlay
id: wb_stmpro_lag1
lag bars: 1
lookback: 12
threshold: 0.0

Confirm as strategy Confirm as indicator

wb_opt1_lag0_control

claim kind: inferred
claim role: control_only
exploratory: True
family: related-workbook-position-overlay
id: wb_opt1_lag0_control
lag bars: 0
lookback: 12
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: 2026-08-22T23:25:15Z
kind: recessionalert_page
sha256: sha256:340dfcfa15d9f4429fd88f2563981d90627bbbe0b6ac250682e453e2b9e35099
title: PRO > OPTIMUM | RecessionAlert
url: https://recessionalert.com/pro-optimum/

What the source claims

PRO>OPTIMUM dashboard exposes OPT-CMHI, OPT-1..5, STM-PRO, OPT-D SP500 market-timing models.
Macro vs bull-market classes with standardized March 2009 performance tables.
Page claims explicit entry/exit rules but discloses no formulas, series, lags, or thresholds.
Public SMA/Sahm/seasonality/diffusion proxies and lagged OPTIMUM_DATA.xlsx positions are exploratory stand-ins.
Neighbor grids (lags 0/1/2, lookbacks 6/12/21, thresholds 0/-0.5) via best_effort.

Rules actually disclosed

PRO>OPTIMUM dashboard exposes OPT-CMHI, OPT-1..5, STM-PRO, OPT-D SP500 market-timing models.
Macro vs bull-market classes with standardized March 2009 performance tables.
Page claims explicit entry/exit rules but discloses no formulas, series, lags, or thresholds.

What had to be inferred

Public SMA/Sahm/seasonality/diffusion proxies and lagged OPTIMUM_DATA.xlsx positions are exploratory stand-ins.
Neighbor grids (lags 0/1/2, lookbacks 6/12/21, thresholds 0/-0.5) via best_effort.

Research questions

Can public SPY/IEF/macro proxies and off-row OPTIMUM_DATA.xlsx positions extract any useful labeled market-timing signal from the incomplete PRO>OPTIMUM page?

Data

causal policy: lag>=1 causal_primary; lag0 control_only
database: data/market.sqlite + data/recessionalert.sqlite read-only
page sha256: sha256:340dfcfa15d9f4429fd88f2563981d90627bbbe0b6ac250682e453e2b9e35099
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

lookback

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

threshold

0.5

What to try interactively

name
lag_bars
note
0 is control_only
values
- 0
- 1
- 2
name
lookback
values
- 6
- 12
- 21
name
threshold
values
- 0.0
- -0.5
- 0.5
name
workbook_column
values
- OPT-1
- OPT-CMHI
- DIFFN
- STM-PRO

Suggested next research

Can on-row chart PNG bytes or Analyzer xlsx be captured with SHA256 under a new crawl?
Do subscriber docs disclose OPTIMUM entry/exit formulas beyond this page?
Would importing CFNAI/USSLIND/T10Y2Y improve macro-family discrimination?

Trial ledger

n
1
summary
Initial exploratory proxy campaign for PRO>OPTIMUM

Agent assessment

Disposition exploratory_tested_proxy under Other/Research.
Explicit NO-GO for playable Other/Indicators native OPTIMUM/STM/OPT-D promotion.

Combinations

families tested
- best-effort-neighbor-grid
- optimum-bull-frequency-spy-trend
- optimum-cmhi-market-health-proxy
- optimum-d1-d2-diffusion-vote
- optimum1-macro-cycle-proxy
- related-workbook-position-overlay
- stm-seasonality-proxy
n causal
22
n control
4
n trials
26

Historical events

Regime slices on bull_sma12_lag1: GFC/COVID/2022 mixed; recent stronger — exploratory only.

Parameter sensitivity

Lag-0 controls are non-causal; claims use lag>=1 only.
Lookbacks 6/12/21 and workbook columns OPT-1/DIFFN/STM-PRO/OPT-CMHI tested.

Regime behavior

covid
cagr
0.18334527481396323
max drawdown
-0.06144374529869656
n months
12
sharpe
1.0359774391026706
gfc
cagr
0.034066759647187084
max drawdown
-0.06652293466602999
n months
21
sharpe
0.37949209386896005
inflation 2022
cagr
-0.1766630007562896
max drawdown
-0.15434130538895718
n months
12
sharpe
-1.3795369795772205
recent
cagr
0.19008108772055987
max drawdown
-0.08325836002549158
n months
43
sharpe
1.4763759430802312

State-space exploration

26 labeled variants across 7 families; negatives retained.

Timing and cost sensitivity

Lag>=1 required; overlay is month-end SPY/IEF without explicit trading-cost drag.

What did not work

Native fidelity impossible from this HTML alone.
Macro Sahm-style overlays underperformed bull SMA on this window.
2022 inflation year was weak for the primary bull SMA overlay.

What the signal looks like

Month-end SPY/IEF overlay weights from lagged SMA/Sahm/seasonality/diffusion proxies and opaque OPTIMUM_DATA positions.
DSL SignalSpecs are SMA stand-ins; executable primitives live in research/research_campaign/recessionalert_1549.py.

What worked

wb_stmpro_lag1 led causal Sharpe among tested variants.
Workbook STM-PRO/DIFFN overlays are informative but labeled opaque/related, not native.

Why the failures appear to happen

PRO>OPTIMUM discloses structure and charts without formulas.
Public proxies cannot recover proprietary OPTIMUM engines; workbook columns lack construction rules.

Next questions

Can on-row chart PNG bytes or Analyzer xlsx be captured with SHA256 under a new crawl?
Do subscriber docs disclose OPTIMUM entry/exit formulas beyond this page?
Would importing CFNAI/USSLIND/T10Y2Y improve macro-family discrimination?

Review status

published. Research publication does not imply official admission.

Return to pending research