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Improved SP500 Selling Pressure Index | RecessionAlert — exploratory proxy campaign

2026-09-02T18:20:00Z Research completed The SHA-pinned Improved SP-500 Selling Pressure page adds a seventh DeMark BUY-setup component and retains >=5 component buy hints when diffusion drops below 4, but ships no native component/diffusion series. Fifteen labeled public-proxy variants were executed with causal lag defaults; publication is exploratory Other/Research only.
1429 recessionalert research_campaign proxy selling_pressure demark fidelity_mismatch data_limited exploratory_tested_proxy

Source report: research/campaigns/recessionalert-improved-sp500-selling-pressure-1429/synthesis.json

Objective

Independently replicate the distinct RecessionAlert inventory row for Improved SP-500 Selling Pressure from the checked-in data/recessionalert.sqlite snapshot without live-site requests, credentials, private account data, or canonical crawl-database mutation.

Source and provenance

Primary page https://recessionalert.com/improved-sp-500-selling-pressure-index-subscribers-only/ bound to SHA256 sha256:76f47bf6362c355a9ca647cd01296befaf696a50770a5069b00154236892be0f, fetched 2026-08-22T23:44:51Z. Prior six-component article SHA256 sha256:c41fb90db6a299667062ed511ed8dacb12c603db6be4640cf26ec01d20dbbd34. Public proxies loaded read-only from data/market.sqlite.

Disclosed rule, native span, and publication lag

Documented fragments include six price-action components with diffusion count, buy when diffusion rises above 4 then falls below, sell warnings on 0->1 and 1->2, seventh DeMark BUY-setup component with count>4/+1 and count>7/+1, >=5 component buy-hint retention, and manual Great Trough/Zweig +1. No native component or diffusion observations are pinned. Page cites 5-minute subscriber refresh; campaign uses daily close with lag 0/1/2 grid (lag>=1 causal default).

Approach and variants

Primitives in research/research_campaign/recessionalert_1429.py. Families: six-component original, seven-component DeMark, breadth-adjusted manual, sell-warning overlay, SPY/IEF buy overlay. Trial ledger: 15 variants across lag 0/1/2.

Results (exploratory)

Best tested causal Sharpe: spi-six-component-original-lag1-gspc (Sharpe ~0.806, CAGR ~14.0%). Simplest reasonable documented reconstruction: seven-component DeMark lag1 on ^GSPC. Disposition: exploratory_tested_proxy with no playable indicator promotion.

Files and validation

Validation: python3 -m pytest tests/test_recessionalert_1429.py -q (10 passed).

Limitations

Public proxies are not official RecessionAlert Selling Pressure series. Component rolling windows and prevalence cutoffs are chart-only. Do not treat exploratory equity paths as a registered Other/Indicators signal.

Source artifact: research/results/1429.md