{
  "article": {
    "official_admission": false,
    "required_headings": [
      "Summary",
      "Source",
      "What the source claims",
      "Rules actually disclosed",
      "What had to be inferred",
      "Research questions",
      "Data",
      "Baseline implementation",
      "What the signal looks like",
      "Historical events",
      "State-space exploration",
      "Parameter sensitivity",
      "What worked",
      "What did not work",
      "Why the failures appear to happen",
      "Regime behavior",
      "Timing and cost sensitivity",
      "Combinations",
      "Candidate frontier",
      "Agent assessment",
      "Limitations",
      "What to try interactively",
      "Suggested next research",
      "Promotion status",
      "Trial ledger",
      "Validation protocol",
      "Portfolio contribution"
    ],
    "research_tags": [],
    "sections": {
      "Baseline implementation": {
        "claim_kind": "documented_but_incomplete",
        "classification": "exploratory inferred/public-proxy; not native Gen2 parity",
        "diffusion_threshold": 3,
        "family": "documented-zigzag-ohlc-x5-x17",
        "id": "gen2-zigzag-diffusion3-lag1",
        "lag_bars": 1,
        "metrics": {
          "cagr": -0.11068319443244168,
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          "n_bars": 6653,
          "positive_events": 3268,
          "sharpe": -0.7061858909546787,
          "vol": 0.15673379467099133
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        "probability_threshold": 0.8,
        "source_fidelity": false
      },
      "Candidate frontier": [
        {
          "category": "simplest_reasonable",
          "reason": "Documented diffusion>=3 with causal lag 1.",
          "variant_id": "gen2-zigzag-diffusion3-lag1"
        }
      ],
      "Data": {
        "canonical_fetched_at": "2026-08-22T23:48:10Z",
        "canonical_native_span": "2022-09-12 narrative; no native probability observations in crawl",
        "canonical_published_at": "2022-09-12",
        "canonical_sha256": "sha256:9ec872ee30f34cf39a5b6e390a6363866e36667a64580ea35afcbdefe4ed2f46",
        "canonical_snapshot": "data/recessionalert.sqlite page row for https://recessionalert.com/gen2-prob-models/ opened read-only",
        "causal_execution": "Signal on daily close; default entry lag 1 bar; lag 0 retained as non-causal control",
        "documented_publication_lag": "undisclosed; default lag>=1 for causal overlays",
        "effective_evaluation_span": "2000-01-01 through latest ^GSPC bar (6679 training bars)",
        "proxy_data": "Read-only data/market.sqlite ^GSPC/SPY/IEF daily closes (close-flattened OHLC)",
        "training_boundary": "Documented empirical move databases since 2000-01-01"
      },
      "Limitations": [
        "Native Gen2 probability, diffusion, and Zig-Zag state series absent from crawl snapshot.",
        "Close-flattened OHLC proxy when Yahoo schema v5 stores close-only bars.",
        "Forward x-day Zig-Zag rule is research reconstruction; lock-in ages 5/17 undisclosed in code.",
        "Source explicitly rejects actionable trading; overlays are inferred context only."
      ],
      "Portfolio contribution": {},
      "Promotion status": "Not promoted \u2014 Research Library only.",
      "Research questions": [
        "What can be learned from documented Gen2 Zig-Zag rank probabilities and diffusion when native probability series are absent from the crawl snapshot?"
      ],
      "Rules actually disclosed": [
        "Zig-Zag x=5/x=17 with OHLC peak-to-trough move math since 2000.",
        "Rank-based probability imputation and 60/80/90% dashboard thresholds.",
        "Twelve-point diffusion score; six+ events particularly useful.",
        "Explicit disclaimer: probabilities are context, not actionable trading signals."
      ],
      "Source": {
        "database": "data/recessionalert.sqlite opened read-only",
        "fetched_at": "2026-08-22T23:48:10Z",
        "inventory": "research/findings/recessionalert_inventory.md",
        "manifest": "research/artifacts/recessionalert/manifest.json",
        "native_span": "none_in_crawl_snapshot",
        "publication_lag": "undisclosed; default lag>=1 for causal overlays",
        "published_at": "2022-09-12",
        "redacted_url": "https://recessionalert.com/gen2-prob-models/",
        "sha256": "sha256:9ec872ee30f34cf39a5b6e390a6363866e36667a64580ea35afcbdefe4ed2f46"
      },
      "Suggested next research": [
        "Does hl_native OHLC materially change rank probabilities versus close_flattened proxy?",
        "What publication lag matches RecessionAlert dashboard updates if native series become available?"
      ],
      "Summary": [],
      "Trial ledger": [
        {
          "iteration_number": 1,
          "objective": "Offline Gen2 Zig-Zag rank probabilities, diffusion score, and labeled best-effort variant backtests from ^GSPC/SPY/IEF proxies"
        }
      ],
      "Validation protocol": {},
      "What had to be inferred": [
        "^GSPC close-flattened OHLC and SPY/IEF exploratory overlays."
      ],
      "What the source claims": [
        "Zig-Zag x=5/x=17 with OHLC peak-to-trough move math since 2000.",
        "Rank-based probability imputation and 60/80/90% dashboard thresholds.",
        "Twelve-point diffusion score; six+ events particularly useful.",
        "Explicit disclaimer: probabilities are context, not actionable trading signals.",
        "^GSPC close-flattened OHLC and SPY/IEF exploratory overlays."
      ],
      "What to try interactively": []
    },
    "title": "Generation-2 Market Probability Models | RecessionAlert \u2014 exploratory campaign"
  },
  "campaign": {
    "campaign_id": "recessionalert-gen2-probability-1412",
    "iteration_number": 1,
    "research_tags": [],
    "status": "exploring",
    "title": "Generation-2 Market Probability Models | RecessionAlert \u2014 exploratory campaign"
  },
  "candidate_frontier": [
    {
      "category": "simplest_reasonable",
      "reason": "Documented diffusion>=3 with causal lag 1.",
      "variant_id": "gen2-zigzag-diffusion3-lag1"
    }
  ],
  "candidate_variants": [
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      "id": "gen2-zigzag-diffusion3-lag1",
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        "exposure": 0.4912069742973095,
        "max_drawdown": -0.9606783838712096,
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        "n_bars": 6653,
        "positive_events": 3268,
        "sharpe": -0.7061858909546787,
        "vol": 0.15673379467099133
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      "probability_threshold": 0.8,
      "source_fidelity": false
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    {
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      "classification": "exploratory inferred/public-proxy; not native Gen2 parity",
      "diffusion_threshold": 6,
      "family": "documented-diffusion-score",
      "id": "gen2-diffusion6-lag1",
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      "metrics": {
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      "probability_threshold": 0.8,
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    },
    {
      "claim_kind": "inferred",
      "classification": "exploratory inferred/public-proxy; not native Gen2 parity",
      "diffusion_threshold": 3,
      "family": "inferred-trough-context-risk-on",
      "id": "gen2-trough80-lag1",
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      "family": "inferred-peak-context-risk-off",
      "id": "gen2-peak80-riskoff-lag1",
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      "family": "inferred-probability-threshold-grid",
      "id": "gen2-threshold60-lag2",
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      "diffusion_threshold": 6,
      "family": "documented-diffusion-score",
      "id": "gen2-lag0-control",
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  "event_tables": [],
  "evidence": {},
  "execution_assumptions": {},
  "interactive_specs": [],
  "limitations": [
    "Native Gen2 probability, diffusion, and Zig-Zag state series absent from crawl snapshot.",
    "Close-flattened OHLC proxy when Yahoo schema v5 stores close-only bars.",
    "Forward x-day Zig-Zag rule is research reconstruction; lock-in ages 5/17 undisclosed in code.",
    "Source explicitly rejects actionable trading; overlays are inferred context only."
  ],
  "parameter_grids": [],
  "provenance": {
    "canonical_fetched_at": "2026-08-22T23:48:10Z",
    "canonical_native_span": "2022-09-12 narrative; no native probability observations in crawl",
    "canonical_published_at": "2022-09-12",
    "canonical_sha256": "sha256:9ec872ee30f34cf39a5b6e390a6363866e36667a64580ea35afcbdefe4ed2f46",
    "canonical_snapshot": "data/recessionalert.sqlite page row for https://recessionalert.com/gen2-prob-models/ opened read-only",
    "causal_execution": "Signal on daily close; default entry lag 1 bar; lag 0 retained as non-causal control",
    "documented_publication_lag": "undisclosed; default lag>=1 for causal overlays",
    "effective_evaluation_span": "2000-01-01 through latest ^GSPC bar (6679 training bars)",
    "proxy_data": "Read-only data/market.sqlite ^GSPC/SPY/IEF daily closes (close-flattened OHLC)",
    "training_boundary": "Documented empirical move databases since 2000-01-01"
  },
  "regime_tables": [],
  "schema_version": "research-publication/v1",
  "series": {
    "availability": "unavailable",
    "dates": [],
    "reason": "No reproducible underlying price and signal-input series are published for this expression."
  },
  "signals": {
    "spec": null,
    "specs": []
  },
  "trial_ledger": []
}