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:
- DCOM liquidity: combine inverted VIX change, SPY intermediate-minus-long momentum, and WALCL change as a medium-term composite analogue.
- Trough buy: use SPY drawdown / no-new-high weakness and VIX extremes as an OCTA high-count trough analogue.
- Fed liquidity: use WALCL year-over-year change as an H.4.1 headline analogue.
- Combined overlay: majority-vote inferred components and map them descriptively to SPY versus IEF; this is a speculative extension, not a source allocation rule.
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.
| Variant | Kind | Lag | Lookback | Threshold | Observations | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|---|---|---|
pro-dcom-lag0-lb6-t0 | control_only | 0 | 6 | 0.0 | 267 | 10.66% | -46.32% | 0.874 |
pro-dcom-lag1-lb12-t0 | inferred_best_guess | 1 | 12 | 0.0 | 260 | 6.09% | -46.32% | 0.548 |
pro-dcom-lag2-lb21-t0 | inferred_nearby_variant | 2 | 21 | 0.0 | 250 | 4.55% | -48.55% | 0.375 |
pro-trough-lag1-lb12-t85 | inferred_family_variant | 1 | 12 | 0.85 | 109 | 4.73% | -39.24% | 0.313 |
pro-fed-lag1-lb12-t0 | inferred_family_variant | 1 | 12 | 0.0 | 271 | 6.53% | -50.78% | 0.495 |
pro-combined-lag1-lb12-t85 | speculative_extension | 1 | 12 | 0.85 | 263 | 7.01% | -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
- Campaign module:
research/research_campaign/recessionalert_1366.py - Focused offline evidence:
tests/test_recessionalert_1366.py - Campaign manifest and public-safe derived lab:
research/campaigns/recessionalert-pro-charts-1366/campaign.jsonandlab-series.json - Trial ledger:
research/campaigns/recessionalert-pro-charts-1366/state-space.json - Diagnostics:
research/campaigns/recessionalert-pro-charts-1366/diagnostics.json - Synthesis:
research/campaigns/recessionalert-pro-charts-1366/synthesis.json - Executed notebook:
research/experiments/1366.ipynb; offline HTML analysis:docs/experiments/1366-analysis.html - Public Research Library page and payload:
docs/research/recessionalert-pro-charts-1366.htmlanddocs/site-data/research/recessionalert-pro-charts-1366.json
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.