Research campaign · Iteration 1 · unassessed

PRO>SP500 Charts | RecessionAlert — exploratory Gen-1/Gen-2 proxy campaign

Can the pinned PRO>SP500 Charts snapshot yield any causally timed insight when DEM++, probability maps, ST-ALGO stop formulas, and on-row OHLC SHA256 are absent?

Expressions: 29
Logged trials: 29
Independent events: Not assessed
Evidence: unassessed

What the research found

29 labeled variants executed with lag>=1 causal_primary and lag-0/look-ahead control_only.
Best causal Sharpe: wb_gen2_short_dir_lag1 sharpe=1.709.
Native Gen-1/Gen-2/ST-ALGO/PCT fidelity remains NO-GO; Gen-2 probabilities remain non-actionable per source disclaimer.
Publication destination: Other/Research exploratory_tested_proxy (not Other/Indicators).

Mechanism and falsifiers

Not recorded in this iteration.

Confidence and limitations

market.sqlite ohlcv is close-only
DEM++ proprietary
On-row asset SHA256 absent
Gen-2 probabilities disclosed as non-actionable
WeeklyData MF/GEN-2 are off-row related workbooks

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
g1_trough_diff2_lag1gen1-trough-diffusion-top3-proxy	2.1%	0.24	-39.8%	2005-05-31 2026-07-31	exploratory
g1_trough_diff1_lag1gen1-trough-diffusion-top3-proxy	3.7%	0.36	-39.7%	2005-05-31 2026-07-31	exploratory
g1_trough_diff2_lag2gen1-trough-diffusion-top3-proxy	5.7%	0.56	-31.0%	2005-06-30 2026-07-31	exploratory
g1_top_diff2_lag1gen1-top-diffusion-top3-proxy	10.8%	0.80	-50.8%	2005-05-31 2026-07-31	exploratory
g1_top_diff2_lag2gen1-top-diffusion-top3-proxy	10.0%	0.76	-50.8%	2005-06-30 2026-07-31	exploratory
g1_netavg_lag1gen1-net-avg-combo-timing	9.0%	0.94	-28.8%	2005-05-31 2026-07-31	exploratory
g1_netavg_lag2gen1-net-avg-combo-timing	5.9%	0.59	-26.7%	2005-06-30 2026-07-31	exploratory
g2_x6_lag1gen2-close-horizon-grid-6-17-34-68	5.4%	0.55	-31.9%	1993-02-28 2026-07-31	exploratory
g2_x17_lag1gen2-close-horizon-grid-6-17-34-68	7.9%	0.79	-34.3%	1993-02-28 2026-07-31	exploratory
g2_x34_lag1gen2-close-horizon-grid-6-17-34-68	6.8%	0.68	-27.6%	1993-02-28 2026-07-31	exploratory
g2_x68_lag1gen2-close-horizon-grid-6-17-34-68	10.0%	0.96	-24.2%	1993-02-28 2026-07-31	exploratory
g2_x6_lookahead_controlgen2-close-horizon-grid-6-17-34-68	8.8%	0.78	-29.8%	1993-02-28 2026-07-31	exploratory
g2sib_x7_lag1gen2-close-horizon-grid-7-17-34-72	4.8%	0.49	-39.6%	1993-02-28 2026-07-31	exploratory
g2sib_x72_lag1gen2-close-horizon-grid-7-17-34-72	10.1%	0.98	-22.2%	1993-02-28 2026-07-31	exploratory
g2sib_x7_lookahead_controlgen2-close-horizon-grid-7-17-34-72	9.0%	0.82	-29.4%	1993-02-28 2026-07-31	exploratory
g2avg_t08_lag1gen2-avg-bot-top-threshold-overlay	5.3%	0.66	-22.2%	1993-02-28 2026-07-31	exploratory
g2avg_t09_lag1gen2-avg-bot-top-threshold-overlay	3.9%	0.59	-25.0%	1993-02-28 2026-07-31	exploratory
g2avg_t06_lag2gen2-avg-bot-top-threshold-overlay	8.9%	0.74	-31.1%	1993-02-28 2026-07-31	exploratory
st_lb7_lag4_latch1st-algo-causal-stop-proxy	9.8%	0.83	-27.1%	1993-02-28 2026-07-31	exploratory
st_lb7_lag3_latch1st-algo-causal-stop-proxy	10.5%	0.88	-30.4%	1993-02-28 2026-07-31	exploratory
st_lb17_lag5_latch0st-algo-causal-stop-proxy	8.8%	0.73	-30.0%	1993-02-28 2026-07-31	exploratory
st_lb7_lag0_controlst-algo-causal-stop-proxy	20.5%	1.63	-32.5%	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_spy_lb6_lag2_t0best-effort-neighbor-grid	10.9%	1.00	-21.7%	1993-08-31 2026-07-31	exploratory
wb_mf_diff_lag1related-workbook-mf-gen2-overlay	1.7%	0.21	-39.8%	2005-05-31 2026-07-31	exploratory
wb_gen2_short_dir_lag1related-workbook-mf-gen2-overlay	20.1%	1.71	-10.4%	2005-05-31 2026-07-31	exploratory
wb_gen2_short_ptop_lt08_lag1related-workbook-mf-gen2-overlay	10.3%	0.75	-50.8%	2005-05-31 2026-07-31	exploratory
wb_mf_diff_lag0_controlrelated-workbook-mf-gen2-overlay	-7.7%	-0.73	-83.6%	2005-04-30 2026-07-31	exploratory

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

g1_trough_diff2_lag1

id: g1_trough_diff2_lag1
family: gen1-trough-diffusion-top3-proxy
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_trough_diff1_lag1

id: g1_trough_diff1_lag1
family: gen1-trough-diffusion-top3-proxy
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_trough_diff2_lag2

id: g1_trough_diff2_lag2
family: gen1-trough-diffusion-top3-proxy
lag bars: 2
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_top_diff2_lag1

id: g1_top_diff2_lag1
family: gen1-top-diffusion-top3-proxy
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_top_diff2_lag2

id: g1_top_diff2_lag2
family: gen1-top-diffusion-top3-proxy
lag bars: 2
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_netavg_lag1

id: g1_netavg_lag1
family: gen1-net-avg-combo-timing
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g1_netavg_lag2

id: g1_netavg_lag2
family: gen1-net-avg-combo-timing
lag bars: 2
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2_x6_lag1

id: g2_x6_lag1
family: gen2-close-horizon-grid-6-17-34-68
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2_x17_lag1

id: g2_x17_lag1
family: gen2-close-horizon-grid-6-17-34-68
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2_x34_lag1

id: g2_x34_lag1
family: gen2-close-horizon-grid-6-17-34-68
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2_x68_lag1

id: g2_x68_lag1
family: gen2-close-horizon-grid-6-17-34-68
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2_x6_lookahead_control

id: g2_x6_lookahead_control
family: gen2-close-horizon-grid-6-17-34-68
lag bars: 0
claim role: control_only

Confirm as strategy Confirm as indicator

g2sib_x7_lag1

id: g2sib_x7_lag1
family: gen2-close-horizon-grid-7-17-34-72
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2sib_x72_lag1

id: g2sib_x72_lag1
family: gen2-close-horizon-grid-7-17-34-72
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2sib_x7_lookahead_control

id: g2sib_x7_lookahead_control
family: gen2-close-horizon-grid-7-17-34-72
lag bars: 0
claim role: control_only

Confirm as strategy Confirm as indicator

g2avg_t08_lag1

id: g2avg_t08_lag1
family: gen2-avg-bot-top-threshold-overlay
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2avg_t09_lag1

id: g2avg_t09_lag1
family: gen2-avg-bot-top-threshold-overlay
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

g2avg_t06_lag2

id: g2avg_t06_lag2
family: gen2-avg-bot-top-threshold-overlay
lag bars: 2
claim role: causal_primary

Confirm as strategy Confirm as indicator

st_lb7_lag4_latch1

id: st_lb7_lag4_latch1
family: st-algo-causal-stop-proxy
lag bars: 4
claim role: causal_primary

Confirm as strategy Confirm as indicator

st_lb7_lag3_latch1

id: st_lb7_lag3_latch1
family: st-algo-causal-stop-proxy
lag bars: 3
claim role: causal_primary

Confirm as strategy Confirm as indicator

st_lb17_lag5_latch0

id: st_lb17_lag5_latch0
family: st-algo-causal-stop-proxy
lag bars: 5
claim role: causal_primary

Confirm as strategy Confirm as indicator

st_lb7_lag0_control

id: st_lb7_lag0_control
family: st-algo-causal-stop-proxy
lag bars: 0
claim role: control_only

Confirm as strategy Confirm as indicator

be_spy_lb12_lag1_t0

id: be_spy_lb12_lag1_t0
family: best-effort-neighbor-grid
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

be_spy_lb21_lag1_tneg05

id: be_spy_lb21_lag1_tneg05
family: best-effort-neighbor-grid
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

be_spy_lb6_lag2_t0

id: be_spy_lb6_lag2_t0
family: best-effort-neighbor-grid
lag bars: 2
claim role: causal_primary

Confirm as strategy Confirm as indicator

wb_mf_diff_lag1

id: wb_mf_diff_lag1
family: related-workbook-mf-gen2-overlay
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

wb_gen2_short_dir_lag1

id: wb_gen2_short_dir_lag1
family: related-workbook-mf-gen2-overlay
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

wb_gen2_short_ptop_lt08_lag1

id: wb_gen2_short_ptop_lt08_lag1
family: related-workbook-mf-gen2-overlay
lag bars: 1
claim role: causal_primary

Confirm as strategy Confirm as indicator

wb_mf_diff_lag0_control

id: wb_mf_diff_lag0_control
family: related-workbook-mf-gen2-overlay
lag bars: 0
claim role: control_only

Confirm as strategy Confirm as indicator

Interactive lab

120 observations

Loading available evidence…

Research record

Source claims, inferred rules, experiments and the evidence behind the assessment.

Source

url: https://recessionalert.com/spx_procharts/
sha256: sha256:9a828206a7af5e90f3ecac75b2e445167e90b15cd1310024f4499c22284384af
fetched at: 2026-08-22T23:38:56Z
title: PRO>SP500 Charts | RecessionAlert

What the source claims

Gen-1 trough/top six-factor families with Diffusion>=2 and/or top-3 average>=90% cues.
Gen-2 dice tabs with on-row horizons 6/17/34/68 and 60/80/90 thresholds; sibling pctmodel uses 7/17/34/72.
ST-ALGO Ver 1.30 lag 3-5 avg~4, latch=1, dynamic stop replacing 2.6%; Gen-2 probabilities are not actionable trading signals.
DEM++, closed-form probability map, ST-ALGO stop formula, and on-row asset SHA256 are absent.
Close-only zig-zag, empirical rank probabilities, % stops, SPY/IEF overlays, and related WeeklyData MF/GEN-2 lagged columns.

Rules actually disclosed

Gen-1 trough/top six-factor families with Diffusion>=2 and/or top-3 average>=90% cues.
Gen-2 dice tabs with on-row horizons 6/17/34/68 and 60/80/90 thresholds; sibling pctmodel uses 7/17/34/72.
ST-ALGO Ver 1.30 lag 3-5 avg~4, latch=1, dynamic stop replacing 2.6%; Gen-2 probabilities are not actionable trading signals.
DEM++, closed-form probability map, ST-ALGO stop formula, and on-row asset SHA256 are absent.

What had to be inferred

Close-only zig-zag, empirical rank probabilities, % stops, SPY/IEF overlays, and related WeeklyData MF/GEN-2 lagged columns.

Research questions

Can the pinned PRO>SP500 Charts snapshot yield any causally timed insight when DEM++, probability maps, ST-ALGO stop formulas, and on-row OHLC SHA256 are absent?

Data

page sha256: sha256:9a828206a7af5e90f3ecac75b2e445167e90b15cd1310024f4499c22284384af
workbook sha256: sha256:fc2be5f1fc2a2e38949ae566f6e8cb4699a95562975a498fb5a53510cc40d67c
database: data/market.sqlite + data/recessionalert.sqlite read-only

Baseline implementation

g1_trough_diff2_lag1

family

gen1-trough-diffusion-top3-proxy

lag bars

claim role

causal_primary

metrics

n months: 255
cagr: 0.02068745268072436
vol: 0.11234067508443882
sharpe: 0.23884078837581374
max drawdown: -0.39847661065211815
risk off events: 978
risk on share: 0.19140625
start: 2005-05-31
end: 2026-07-31

What to try interactively

name
lag_bars
values
- 1
- 2
- 3
- 4
- 5
name
x_horizon
values
- 6
- 7
- 17
- 34
- 68
- 72
name
threshold
values
- 0.6
- 0.8
- 0.9

Suggested next research

Would on-row OHLC asset SHA256 change close-only zig-zag conclusions?
Can DEM++ be reconstructed from public sequential setup counts without inventing proprietary parameters?
Does resolving 6/68 vs 7/72 horizon ambiguity materially change overlays?

Trial ledger

iteration
1
n trials
29

What worked

Related workbook Gen-2 DIR overlays and longer-horizon close zig-zag were the stronger causal exploratory overlays in-sample.

What did not work

Gen-1 trough diffusion overlays were sparse/low Sharpe; 2022 regime destroyed x=68 overlay equity.

Agent assessment

Disposition exploratory_tested_proxy under Other/Research.
Explicit NO-GO for playable Other/Indicators native Gen-1/Gen-2/ST-ALGO promotion.

Regime behavior

gfc
n months
21
cagr
0.044160559831250445
sharpe
0.4032029039584029
max drawdown
-0.09221172897955521
vol
0.12622778509315408
covid
n months
13
cagr
0.1792505868233727
sharpe
1.04915822080694
max drawdown
-0.06144374529869623
vol
0.1709213050942567
inflation 2022
n months
12
cagr
-0.17895096740923633
sharpe
-1.8583856029404784
max drawdown
-0.1508185676813053
vol
0.10261396627144913
recent
n months
43
cagr
0.14118778941037347
sharpe
1.2842801323604935
max drawdown
-0.08098002236037583
vol
0.1078004878496749

State-space exploration

29 labeled variants across 9 families; negatives retained.

Next questions

Would on-row OHLC asset SHA256 change close-only zig-zag conclusions?
Can DEM++ be reconstructed from public sequential setup counts without inventing proprietary parameters?
Does resolving 6/68 vs 7/72 horizon ambiguity materially change overlays?

Review status

published. Research publication does not imply official admission.

Return to pending research