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MODELS: Detection of major bottoms & birth of new bull markets | RecessionAlert — exploratory proxy campaign

2026-09-02T17:30:00Z Research completed The SHA-pinned MEGA major-bottoms MODELS page discloses eight trough sub-models, partial panic-flush thresholds, and a 15-session 3–4 model agreement rule but ships no native MEGA SIG series. One hundred sixty-four labeled public-proxy variants were executed on a 1993–2026 SPY/^VIX daily chain; publication is exploratory Other/Research only.
1382 recessionalert research_campaign proxy mega major-bottoms fidelity_mismatch data_limited exploratory_tested_proxy

Source report: research/campaigns/recessionalert-mega-major-bottoms-1382/synthesis.json

Objective

Independently replicate the distinct RecessionAlert inventory row for MEGA major-bottom detection from the checked-in data/recessionalert.sqlite snapshot without live-site requests, credentials, private account data, or canonical crawl-database mutation.

Source and provenance

Page https://recessionalert.com/detection-of-major-bottoms-birth-of-new-bull-markets/ bound to SHA256 sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41, fetched 2026-08-22T23:48:46Z. Public proxies loaded read-only from data/market.sqlite.

Disclosed rule, native span, and publication lag

Documented fragments cover eight MEGA sub-models, partial panic-flush thresholds (detrended VIX>29, drawdown>28%, breadth extremes), and 15-session agreement when 3–4 models align. Native MEGA SIG count and sub-model observation tables absent. Effective proxy span 1993-01-29..2026-07-24 (8428 daily bars). Publication lag unknown. Causal default is daily lag>=1; lag-zero retained as control_only.

Approach and variants

Primitives in research/research_campaign/recessionalert_1382.py. Nine default families plus 164-trial state-space grid across panic-flush, PEV, ZBT, CMHI, DMA50, drawdown-breakout, new-highs-absence, fear/drawdown, and MEGA agreement-count proxies.

Results (exploratory)

Best causal ensemble mega-agreement-lag1-lb21-c3 (CAGR 5.9%, maps disclosed 3-of-8 agreement). Best causal CAGR mega-panic-flush-lag1-lb252 (8.0%). Lag-0 control inflates to 27.5% and is excluded from causal claims. ZBT classic proxy never triggers (informative negative). Disposition: exploratory_tested_proxy with no playable indicator promotion.

Files and validation

Validation: 16 offline pytest checks passed; read-only DBs; no live RA fetch.

Limitations

Public proxies are not official RecessionAlert MEGA SIG or sub-model series. ALGO/PEV/OctaEDGE formulas undisclosed. Do not treat exploratory equity paths as a registered Other/Indicators signal.

Source artifact: research/results/1382.md