Research campaign · Iteration 1 · unassessed
RecessionAlert Standard Charts — exploratory public-proxy campaign
Can the distinct RecessionAlert Standard 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:c610205a996e580266e255a7b7999bc33e889b12bed140898f0056c3bacdae75, fetch 2026-08-22T23:38:30Z, HTTP 200, 123739 bytes, and zero target assets.
Five causal proxy variants and one lag-zero control were executed. The causal results are heterogeneous, sparse for percentile/combined families, and sensitive to lag, regime, and proxy definition.
The stress analogue had the highest descriptive Sharpe, 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.
Not recorded in this iteration.
Confidence and limitations
Native RecessionAlert observations and proprietary component definitions are absent.
SPY price, VIX, credit spread, and balance-sheet proxies are not MCOS, HILO, ALIX, NEWHI, TRENDEX, or source probability 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 evidenceExploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.
| Expression / family | CAGR | Sharpe | Max drawdown | Test period | Assessment |
|---|---|---|---|---|---|
| standard-percentile-lag0-lb6-t85percentile extremes | — | — | — | Not recorded |
tested |
| standard-percentile-lag1-lb12-t90percentile extremes | — | — | — | Not recorded |
tested |
| standard-percentile-lag2-lb21-t95percentile extremes | — | — | — | Not recorded |
tested |
| standard-hilo-lag1-lb12-t0hilo trend | — | — | — | Not recorded |
tested |
| standard-stress-lag1-lb12-t0stress liquidity | — | — | — | Not recorded |
tested |
| standard-combined-lag1-lb12-t90combined overlay | — | — | — | Not recorded |
tested |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
standard-percentile-lag0-lb6-t85
- annualized volatility
0.118231
- cagr
-0.190332
- claim kind
control_only
- effective end
2026-05-31
- effective start
2002-08-31
- exploratory
True
- family
percentile_extremes
- id
standard-percentile-lag0-lb6-t85
- label
same-period lookahead control; never causal
- lag bars
0
- lookback months
6
- max drawdown
-0.877604
- observations
119
- risk on exposure
0.1489
- sharpe
-1.708602
- status
tested
- threshold
0.85
- total return
-0.876771
standard-percentile-lag1-lb12-t90
- annualized volatility
0.166329
- cagr
0.0859
- claim kind
inferred_best_guess
- effective end
2026-04-30
- effective start
2002-10-31
- exploratory
True
- family
percentile_extremes
- id
standard-percentile-lag1-lb12-t90
- label
causal inferred SPY/VIX best guess
- lag bars
1
- lookback months
12
- max drawdown
-0.29996
- observations
85
- risk on exposure
0.0993
- sharpe
0.580219
- status
tested
- threshold
0.9
- total return
0.792716
standard-percentile-lag2-lb21-t95
- annualized volatility
0.154967
- cagr
0.089248
- claim kind
inferred_nearby_variant
- effective end
2026-05-31
- effective start
2002-09-30
- exploratory
True
- family
percentile_extremes
- id
standard-percentile-lag2-lb21-t95
- label
conservative nearby percentile variant
- lag bars
2
- lookback months
21
- max drawdown
-0.137639
- observations
61
- risk on exposure
0.072
- sharpe
0.62959
- status
tested
- threshold
0.95
- total return
0.544284
standard-hilo-lag1-lb12-t0
- annualized volatility
0.094404
- cagr
0.042215
- claim kind
inferred_family_variant
- effective end
2026-07-31
- effective start
2002-08-31
- exploratory
True
- family
hilo_trend
- id
standard-hilo-lag1-lb12-t0
- label
causal HILO-style trend analog
- lag bars
1
- lookback months
12
- max drawdown
-0.36389
- observations
288
- risk on exposure
0.1092
- sharpe
0.486536
- status
tested
- threshold
0.0
- total return
1.697587
standard-stress-lag1-lb12-t0
- annualized volatility
0.091468
- cagr
0.108585
- claim kind
inferred_family_variant
- effective end
2026-07-31
- effective start
2004-01-31
- exploratory
True
- family
stress_liquidity
- id
standard-stress-lag1-lb12-t0
- label
causal MCOS/ALIX stress analog
- lag bars
1
- lookback months
12
- max drawdown
-0.20625
- observations
271
- risk on exposure
0.3871
- sharpe
1.177276
- status
tested
- threshold
0.0
- total return
9.257331
standard-combined-lag1-lb12-t90
- annualized volatility
0.076788
- cagr
0.079357
- claim kind
speculative_extension
- effective end
2026-07-31
- effective start
2002-10-31
- exploratory
True
- family
combined_overlay
- id
standard-combined-lag1-lb12-t90
- label
causal majority exploratory SPY/IEF overlay
- lag bars
1
- lookback months
12
- max drawdown
-0.186469
- observations
279
- risk on exposure
0.0471
- sharpe
1.035816
- status
tested
- threshold
0.9
- total return
4.903247
Interactive lab
403 observationsLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- fetched at
2026-08-22T23:38:30Z
- native fidelity
False
- sha256
sha256:c610205a996e580266e255a7b7999bc33e889b12bed140898f0056c3bacdae75
What the source claims
The SHA-pinned Standard Charts page describes SP500 TROUGH/TOP six-factor probability context, TRENDEX, MCOS, HILO/HILO2, ALIX, and NEWHI chart interpretations with directional thresholds and dashboard labels.
The source states 90% factor extremes, Diffusion and zero-crossing interpretations, daily/weekly/monthly/intraday schedules, and NEWHI history from August 2016, but does not provide source-linked observations, complete calibration, vintage policy, or exact cutoffs.
Public SPY/^VIX percentile, SPY HILO-style trend, and BAA10Y/WALCL stress 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 BUY/SELL/PENDING state, first-release vintages, and proprietary probability calibration remain untestable with the checked-in snapshot.
Rules actually disclosed
Six-factor SP500 TROUGH/TOP probability families; TRENDEX +/-80 and Diffusion extremes; MCOS/VMCOS/STL and Diffusion >=4 bullish; HILO/HILO2 zero-cross BUY/SELL/PENDING; ALIX below-zero risk context; NEWHI XOVR <3 bearish/>3 bullish.
What had to be inferred
SPY/^VIX, SPY trend, BAA10Y/WALCL stress proxies; percentile/smoothing neighborhoods; causal one/two-period lag; descriptive SPY/IEF overlay.
Research questions
Can the distinct RecessionAlert Standard Charts row yield any causally timed, playable insight from the checked-in snapshot when native component observations and complete execution semantics are absent?
Data
Cached month-end SPY, ^VIX, IEF, BAA10Y, WALCL from data/market.sqlite; no live request or canonical crawl DB mutation.
Native source span: multi-decade claim for trough/top and NEWHI from August 2016; other component spans unknown.
Publication schedule is source-described only; exact economic release lag and first-release vintages are unknown.
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
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 Standard 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 breadth and advancing-volume histories materially change the HILO/MCOS/ALIX proxy conclusions after point-in-time alignment?
Can a predeclared untouched validation window distinguish stress-proxy construction from a stable market-timing effect?
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 and any-trigger overlays are both exploratory; any-trigger has more transitions and fewer unknown rows, not a source-disclosed precedence rule.
Parameter sensitivity
Causal percentile CAGR changes from 8.59% at lag 1/lb12/t90 to 6.07% at lag 2/lb12/t90; the lag-zero control is invalid for causal inference.
Regime behavior
Results vary across pre-GFC, GFC, COVID, and recent slices; the campaign diagnostics artifact records all family slices.
State-space exploration
Six variants tested across percentile, HILO, stress, 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 Standard Charts component identity, source vintage policy, or a canonical combined state.
What the signal looks like
Interactive lab charts show six derived signal/equity paths, labeled inferred/proxy. They are not source observations.
What worked
A read-only cached proxy panel supports executable exploratory signals over long histories; stress analogue is descriptively strongest.
Why the failures appear to happen
Missing source observations, proprietary definitions, span mismatch, revision uncertainty, sparse exposure, 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 Standard 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 breadth and advancing-volume histories materially change the HILO/MCOS/ALIX proxy conclusions after point-in-time alignment?
Can a predeclared untouched validation window distinguish stress-proxy construction from a stable market-timing effect?
Review status
published. Research publication does not imply official admission.
Return to pending research