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RecessionAlert PRO Charts — exploratory public-proxy campaign

2026-09-01T00:00:00Z Research completed The SHA-pinned RecessionAlert PRO Charts snapshot discloses a multi-tab medium-term, trough-buy, and Fed liquidity family rather than one executable indicator. Six labeled public-proxy variants were tested causally and published with provenance, spans, timing controls, and explicit native-fidelity gaps.
1366 recessionalert research_campaign proxy dcom octa fed liquidity timing fidelity_mismatch data_limited needs_more_research

Source report: research/findings/1366.md

Objective

Independently replicate the distinct inventory row CHARTS > PRO | RecessionAlert from the checked-in data/recessionalert.sqlite snapshot without live-site requests, credentials, private account data, or canonical crawl-database mutation. Because the source omits component observations and a complete executable state, the campaign tests labeled public proxies rather than claiming source parity.

Source and provenance

The selected page https://recessionalert.com/chartspro/ is bound to the inventory and manifest SHA256 sha256:57ddf56cb62e1dd8ad38fae88849241fa3f07f3dab2188de4b16df00c1c523eb, fetched at 2026-08-22T23:38:33Z, HTTP 200, text/html; charset=UTF-8, 109,252 bytes. The read-only RecessionAlert snapshot has zero target-page asset rows; its five same-URL crawl-log rows are page snapshots, not an economic-data vintage policy.

Public proxies were loaded from data/market.sqlite in read-only mode: Yahoo-derived SPY, ^VIX, and IEF, plus FRED-derived BAA10Y and WALCL, as identified by the cache metadata. The proxy panel is month-end aligned without pre-inception backfill. SPY/VIX families reach 1993; the common multi-series panel begins in December 2002. Vendor revision and release-timestamp limitations remain explicit.

Disclosed rule, native span, and publication lag

The source describes the MTLV2/DCOM medium-term composite from four standardized factors (MCOS, HILO, XO-A, VIX), six long-term trough-buy counters (MODEL-114/220/222/330/332/13WK) with model-specific thresholds and average trough timings, percentiles since 1990, and weekly Fed H.4.1 balance-sheet charts whose headline YoY securities-held-outright series provides liquidity context.

The page states a PRO composite 15-minute update interval and Wednesday H.4.1 Fed chart cadence. These are source-described chart windows, not complete release timestamps, vintage policy, calculation cutoffs, daylight-saving/holiday handling, or late-input semantics. Exact continuous native spans are unknown beyond the since-1990 percentile language.

Best-effort proxy approach

The source is a multi-tab family and does not provide source-linked numerical series, constituent high-count histories, complete proprietary formulas, canonical state precedence, target, sizing, holding, exits, re-entry, costs, or cash behavior. The campaign therefore labels all inferred choices as exploratory:

Causal candidates lag the available observation by one or two periods and execute on the next available trading bar. The lag-zero candidate is retained only as an explicitly non-causal control. Missing inputs remain unavailable rather than false or neutral.

Tested variants and metrics

All figures are gross descriptive metrics from the campaign-owned derived lab series; they are not RecessionAlert values, official performance, or investment advice.

VariantKindLagLookbackThresholdObservationsCAGRMax drawdownSharpe
pro-dcom-lag0-lb6-t0control_only060.026710.66%-46.32%0.874
pro-dcom-lag1-lb12-t0inferred_best_guess1120.02606.09%-46.32%0.548
pro-dcom-lag2-lb21-t0inferred_nearby_variant2210.02504.55%-48.55%0.375
pro-trough-lag1-lb12-t85inferred_family_variant1120.851094.73%-39.24%0.313
pro-fed-lag1-lb12-t0inferred_family_variant1120.02716.53%-50.78%0.495
pro-combined-lag1-lb12-t85speculative_extension1120.852637.01%-50.78%0.582

The highest descriptive causal CAGR/Sharpe is the combined majority-vote overlay (7.01% / 0.582). Five causal results trail buy-and-hold SPY and depend on proxy construction, warm-up, defensive occupancy, and effective span. The lag-zero DCOM control is retained only to demonstrate non-causal separation.

Diagnostics and causal boundary

The campaign diagnostics record timing sensitivity, four regime slices (pre-GFC, GFC, COVID, and recent), combined state transitions, 1/3/6-month event returns, and source-fidelity failure modes. Lag zero remains excluded from causal claims.

No tested proxy establishes exact DCOM, OCTA high-count, or native Fed chart values. Yahoo/FRED observations are not first-release RecessionAlert vintages. No result supports official indicator registration or a source-native portfolio claim. The safe publication destination is Other / Research; reconsider Other / Indicators only after an authorized refresh supplies source-linked observations and complete executable semantics.

Artifacts and reproducibility

The canonical commands are python3 -m research.research_campaign validate --campaign recessionalert-pro-charts-1366, python3 -m research.reports research-library --out docs, and python3 -m research.reports notebooks --id 1366. The focused test command is python3 -m pytest -q tests/test_recessionalert_1366.py.

Limitations

The full source-bound finding remains in research/findings/1366.md. The source lacks source-linked numeric observations, exact component spans, proprietary transformations/calibration, first-release revisions, state precedence/persistence/hysteresis, target/sizing/holding/fill/cost/cash behavior, and complete exit/re-entry semantics. Public artifacts contain only hashes, redacted source location, source-described summaries, derived proxy values/metrics, and limitations; cached HTML, images, chart/workbook bytes, authenticated URLs, cookies, credentials, and private account data are not redistributed.

Source artifact: research/results/1366.md