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Recession Forecasting Ensemble (RFE-6) & market timing | RecessionAlert — exploratory proxy campaign

2026-09-03T10:49:23Z Research completed The SHA-pinned RFE-6 article discloses a six-model ensemble and SPX cash@RFE>=3 / reenter-on-decline-1 rules without component formulas. Eighteen public-proxy overlays were tested with causal lag>=1; disposition exploratory_tested_proxy under Other/Research with explicit NO-GO for native RFE-6 fidelity.
1554 recessionalert research_campaign rfe-6 recession proxy fidelity_mismatch data_limited exploratory_tested_proxy no_go_native

Source report: research/findings/1554.md

Objective

Explore the distinct RecessionAlert RFE-6 inventory row from checked-in offline sources without live requests, credentials, private data, raw source republication, or SQLite mutation.

Source and provenance

Page https://recessionalert.com/recession-forecasting-ensemble-rfe-macro-market-timing/ is bound to SHA256 sha256:7ee6458b8b300b54156dc82271113cd99dec616971a9dce122b23d9ab1aba0b5. Chart GIF embeds are uncrawled (linked_assets=0). Only derived monthly signals and metrics are published.

Approach and results

Eighteen labeled variants across seven families used a month-end ^GSPC-anchored panel with SPY/IEF investable sleeves where available. Primary claims require lag_bars >= 1; lag 0 is control-only. The disclosed cash@>=3 overlay did not beat SPY buy-and-hold CAGR in this proxy reconstruction; negative/neutral results are retained.

Disposition

exploratory_tested_proxy — Other/Research publication only. NO-GO for native RFE-6 fidelity or promotion to a playable Indicator because the source omits golden/syndrome thresholds, SuperIndex weights, and source-linked observations.

Source artifact: research/results/1554.md