{
  "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",
        "driver": "UNRATE",
        "exploratory": true,
        "family": "documented-five-sleeve-parallel",
        "id": "sleeve_eqwt_lag1",
        "lag_bars": 1,
        "lookback": 12,
        "metrics": {
          "cagr": 0.11048656726536765,
          "events": 30,
          "max_drawdown": -0.2403509624886081,
          "n_months": 402,
          "sharpe": 0.946898618253246,
          "time_in_market": 0.8362282878411911,
          "vol": 0.11859225672523331
        },
        "span": {
          "end": "2026-07-31",
          "start": "1993-02-28"
        }
      },
      "Candidate frontier": [
        {
          "category": "best_sharpe",
          "id": "sigs_vote_lb12_lag1",
          "interpretation": "Best lag>=1 Sharpe among tested public-proxy variants; exploratory only.",
          "sharpe": 0.9704365653599402
        },
        {
          "category": "best_source_fidelity",
          "id": "sleeve_eqwt_lag1",
          "interpretation": "Equal-weight five-sleeve parallel overlay matching disclosed 1/5 carving."
        },
        {
          "category": "simplest_reasonable",
          "id": "dip_dd_vix_lb12_lag1",
          "interpretation": "Inferred buy-on-dip drawdown/^VIX overlay."
        },
        {
          "category": "best_long_history",
          "id": "recession-proxy-UNRATE-lb12-lag1-t0.0",
          "interpretation": "best_effort macro grid on UNRATE substitute for missing CFNAI/USSLIND."
        }
      ],
      "Data": {
        "data_inventory": "research/extensions/1444-data-inventory.json",
        "inventory": "research/findings/recessionalert_inventory.md",
        "manifest": "research/artifacts/recessionalert/manifest.json",
        "source_sha256": "sha256:d343299b639e26b151cf44a30aa64795bd6c12068af6e4ecb65d7295f7c20d5b"
      },
      "Limitations": [
        "No source-linked 12-model SIGS states or composite observation history on this row; public proxies cannot establish exact RA parity.",
        "Component model observation series and thresholds are not on this page; sleeve proxies remain labeled reconstructions.",
        "Official Death/Power zone calendar is undisclosed; seasonal extreme proxies are substitutes only.",
        "Daily dashboard mentioned but no intraday payload or release timestamps captured offline."
      ],
      "Portfolio contribution": {},
      "Promotion status": "Not promoted \u2014 Research Library only.",
      "Research questions": [
        "Can the 2013 Market Timing Strategies meta-article yield causally timed, testable portfolio-framework hypotheses from the offline snapshot when native series and thresholds are missing?"
      ],
      "Rules actually disclosed": [
        null,
        null,
        null,
        null,
        null,
        null,
        null,
        null
      ],
      "Source": {
        "fetched_at": "2026-08-22T23:44:09Z",
        "kind": "recessionalert_inventory_row",
        "published_at": "2013-10-04",
        "sha256": "sha256:d343299b639e26b151cf44a30aa64795bd6c12068af6e4ecb65d7295f7c20d5b",
        "url": "https://recessionalert.com/market-timing-strategies-putting-it-all-together/"
      },
      "Suggested next research": [
        "Would an authorized workbook refresh add native SIGS or sleeve state histories?",
        "Does importing CFNAI/USSLIND improve RFE-sleeve fidelity?",
        "Can official STM Death/Power calendars be recovered from later Reflections posts offline?"
      ],
      "Summary": [
        "Parallel five-sleeve proxy reduces some drawdown vs always-long SPY in causal trials but is not RA parity.",
        "Lag0 control inflates metrics; lag>=1 is the primary causal policy.",
        "SIGS multi-vote and Death/Power seasonal overlays are labeled reconstructions.",
        "Publish under Other/Research; do not register a playable indicator."
      ],
      "Trial ledger": [
        {
          "iteration": 1,
          "summary": "Initial offline proxy campaign from cached 2013 meta-article."
        }
      ],
      "Validation protocol": {},
      "What had to be inferred": [],
      "What the source claims": [
        null,
        null,
        null,
        null,
        null,
        null,
        null,
        null
      ],
      "What to try interactively": [
        {
          "default": 1,
          "name": "lag_bars",
          "values": [
            0,
            1,
            2
          ]
        },
        {
          "default": 12,
          "name": "lookback",
          "values": [
            6,
            12,
            21
          ]
        },
        {
          "default": 0.0,
          "name": "threshold",
          "values": [
            0.0,
            -0.5
          ]
        },
        {
          "default": "documented-five-sleeve-parallel",
          "name": "family",
          "values": [
            "documented-five-sleeve-parallel",
            "documented-sigs-composite-monitor",
            "documented-stm-death-power-sizing",
            "inferred-buy-on-dip-overlay",
            "inferred-sigs-multivote-proxy",
            "inferred-best-effort-macro-grid",
            "speculative-sleeve-plus-dip-consensus"
          ]
        }
      ]
    },
    "title": "Market Timing Strategies \u2013 putting it all together | RecessionAlert"
  },
  "campaign": {
    "campaign_id": "recessionalert-market-timing-strategies-1444",
    "iteration_number": 1,
    "research_tags": [],
    "status": "published",
    "title": "Market Timing Strategies \u2013 putting it all together | RecessionAlert"
  },
  "candidate_frontier": [
    {
      "category": "best_sharpe",
      "id": "sigs_vote_lb12_lag1",
      "interpretation": "Best lag>=1 Sharpe among tested public-proxy variants; exploratory only.",
      "sharpe": 0.9704365653599402
    },
    {
      "category": "best_source_fidelity",
      "id": "sleeve_eqwt_lag1",
      "interpretation": "Equal-weight five-sleeve parallel overlay matching disclosed 1/5 carving."
    },
    {
      "category": "simplest_reasonable",
      "id": "dip_dd_vix_lb12_lag1",
      "interpretation": "Inferred buy-on-dip drawdown/^VIX overlay."
    },
    {
      "category": "best_long_history",
      "id": "recession-proxy-UNRATE-lb12-lag1-t0.0",
      "interpretation": "best_effort macro grid on UNRATE substitute for missing CFNAI/USSLIND."
    }
  ],
  "candidate_variants": [
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-five-sleeve-parallel",
      "id": "sleeve_eqwt_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.11048656726536765,
        "events": 30,
        "max_drawdown": -0.2403509624886081,
        "n_months": 402,
        "sharpe": 0.946898618253246,
        "time_in_market": 0.8362282878411911,
        "vol": 0.11859225672523331
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-five-sleeve-parallel",
      "id": "sleeve_eqwt_lag2",
      "lag_bars": 2,
      "lookback": 12,
      "metrics": {
        "cagr": 0.10274980849763526,
        "events": 30,
        "max_drawdown": -0.28109662031774985,
        "n_months": 401,
        "sharpe": 0.8616136451721887,
        "time_in_market": 0.8337468982630273,
        "vol": 0.12273879643965852
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "control_only",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-five-sleeve-parallel",
      "id": "sleeve_eqwt_lag0_control",
      "lag_bars": 0,
      "lookback": 12,
      "metrics": {
        "cagr": 0.22346312746906438,
        "events": 30,
        "max_drawdown": -0.13384098989012583,
        "n_months": 402,
        "sharpe": 1.832822319334898,
        "time_in_market": 0.8387096774193549,
        "vol": 0.114472717931736
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-sigs-composite-monitor",
      "id": "sigs_vote_lb12_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.11173605280298204,
        "events": 23,
        "max_drawdown": -0.23737459334123379,
        "n_months": 402,
        "sharpe": 0.9704365653599402,
        "time_in_market": 0.7965260545905707,
        "vol": 0.11663687395678733
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-sigs-composite-monitor",
      "id": "sigs_vote_lb21_lag1",
      "lag_bars": 1,
      "lookback": 21,
      "metrics": {
        "cagr": 0.10847668067160976,
        "events": 18,
        "max_drawdown": -0.2619855334876464,
        "n_months": 402,
        "sharpe": 0.9501350646389919,
        "time_in_market": 0.7791563275434243,
        "vol": 0.11592679100859442
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-sigs-composite-monitor",
      "id": "sigs_vote_lb6_lag2",
      "lag_bars": 2,
      "lookback": 6,
      "metrics": {
        "cagr": 0.10852462388253925,
        "events": 35,
        "max_drawdown": -0.25978956779750495,
        "n_months": 401,
        "sharpe": 0.9341680330373302,
        "time_in_market": 0.7791563275434243,
        "vol": 0.1182560269518578
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-stm-death-power-sizing",
      "id": "death_half_power_double_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.09386373268638737,
        "events": 48,
        "max_drawdown": -0.30909925675628713,
        "n_months": 402,
        "sharpe": 0.8464790287639585,
        "time_in_market": 0.7568238213399504,
        "vol": 0.11410021690263347
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "documented_but_incomplete",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "documented-stm-death-power-sizing",
      "id": "death_half_power_double_lag2",
      "lag_bars": 2,
      "lookback": 12,
      "metrics": {
        "cagr": 0.09797146285455294,
        "events": 48,
        "max_drawdown": -0.27178268406978967,
        "n_months": 401,
        "sharpe": 0.8576746772979741,
        "time_in_market": 0.7543424317617866,
        "vol": 0.11752055941687493
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "inferred-buy-on-dip-overlay",
      "id": "dip_dd_vix_lb12_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.043124387628384886,
        "events": 33,
        "max_drawdown": -0.5078480735726957,
        "n_months": 402,
        "sharpe": 0.40591290765417287,
        "time_in_market": 0.41687344913151364,
        "vol": 0.12284100894130491
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "inferred-buy-on-dip-overlay",
      "id": "dip_dd_lb21_lag2",
      "lag_bars": 2,
      "lookback": 21,
      "metrics": {
        "cagr": 0.031282117824379174,
        "events": 13,
        "max_drawdown": -0.4179551298594676,
        "n_months": 401,
        "sharpe": 0.35197806506951074,
        "time_in_market": 0.22332506203473945,
        "vol": 0.10278059662253373
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "inferred-sigs-multivote-proxy",
      "id": "sigs_proxy_lb12_lag1_t0",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.11173605280298204,
        "events": 23,
        "max_drawdown": -0.23737459334123379,
        "n_months": 402,
        "sharpe": 0.9704365653599402,
        "time_in_market": 0.7965260545905707,
        "vol": 0.11663687395678733
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "inferred-sigs-multivote-proxy",
      "id": "sigs_proxy_lb21_lag2_tneg05",
      "lag_bars": 2,
      "lookback": 21,
      "metrics": {
        "cagr": 0.10038420321712183,
        "events": 18,
        "max_drawdown": -0.2662879059584746,
        "n_months": 401,
        "sharpe": 0.8489006924453025,
        "time_in_market": 0.7766749379652605,
        "vol": 0.1218840047492861
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "inferred-best-effort-macro-grid",
      "id": "recession-proxy-UNRATE-lb12-lag1-t0.0",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.09778071933036925,
        "events": 21,
        "max_drawdown": -0.23927178828328355,
        "n_months": 402,
        "sharpe": 0.8563759006551522,
        "time_in_market": 0.6724565756823822,
        "vol": 0.11740227056607076
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "INDPRO",
      "exploratory": true,
      "family": "inferred-best-effort-macro-grid",
      "id": "recession-proxy-INDPRO-lb12-lag1-t-0.5",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.10480595659749281,
        "events": 1,
        "max_drawdown": -0.5078480735726957,
        "n_months": 402,
        "sharpe": 0.7534047603569584,
        "time_in_market": 0.9702233250620348,
        "vol": 0.14734595587748509
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "inferred",
      "driver": "SPY",
      "exploratory": true,
      "family": "inferred-best-effort-macro-grid",
      "id": "recession-proxy-SPY-lb21-lag2-t0.0",
      "lag_bars": 2,
      "lookback": 21,
      "metrics": {
        "cagr": 0.11237488369051762,
        "events": 9,
        "max_drawdown": -0.21122499513036386,
        "n_months": 401,
        "sharpe": 0.9199246637533548,
        "time_in_market": 0.7741935483870968,
        "vol": 0.12470155062268437
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-03-31"
      }
    },
    {
      "claim_kind": "speculative_extension",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "speculative-sleeve-plus-dip-consensus",
      "id": "consensus_majority_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.09817319840722183,
        "events": 40,
        "max_drawdown": -0.2241336099934791,
        "n_months": 402,
        "sharpe": 0.9171854198881046,
        "time_in_market": 0.7096774193548387,
        "vol": 0.10897369909807565
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "speculative_extension",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "speculative-sleeve-plus-dip-consensus",
      "id": "consensus_any_two_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.11048656726536765,
        "events": 30,
        "max_drawdown": -0.2403509624886081,
        "n_months": 402,
        "sharpe": 0.946898618253246,
        "time_in_market": 0.8362282878411911,
        "vol": 0.11859225672523331
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    },
    {
      "claim_kind": "speculative_extension",
      "driver": "UNRATE",
      "exploratory": true,
      "family": "speculative-sleeve-plus-dip-consensus",
      "id": "consensus_majority_plus_dip_lag1",
      "lag_bars": 1,
      "lookback": 12,
      "metrics": {
        "cagr": 0.05151395025920369,
        "events": 36,
        "max_drawdown": -0.184653442203213,
        "n_months": 402,
        "sharpe": 0.6786536165503347,
        "time_in_market": 0.22580645161290322,
        "vol": 0.0786824217539076
      },
      "span": {
        "end": "2026-07-31",
        "start": "1993-02-28"
      }
    }
  ],
  "event_tables": [],
  "evidence": {},
  "execution_assumptions": {},
  "interactive_specs": [
    {
      "default": 1,
      "name": "lag_bars",
      "values": [
        0,
        1,
        2
      ]
    },
    {
      "default": 12,
      "name": "lookback",
      "values": [
        6,
        12,
        21
      ]
    },
    {
      "default": 0.0,
      "name": "threshold",
      "values": [
        0.0,
        -0.5
      ]
    },
    {
      "default": "documented-five-sleeve-parallel",
      "name": "family",
      "values": [
        "documented-five-sleeve-parallel",
        "documented-sigs-composite-monitor",
        "documented-stm-death-power-sizing",
        "inferred-buy-on-dip-overlay",
        "inferred-sigs-multivote-proxy",
        "inferred-best-effort-macro-grid",
        "speculative-sleeve-plus-dip-consensus"
      ]
    }
  ],
  "limitations": [
    "No source-linked 12-model SIGS states or composite observation history on this row; public proxies cannot establish exact RA parity.",
    "Component model observation series and thresholds are not on this page; sleeve proxies remain labeled reconstructions.",
    "Official Death/Power zone calendar is undisclosed; seasonal extreme proxies are substitutes only.",
    "Daily dashboard mentioned but no intraday payload or release timestamps captured offline."
  ],
  "parameter_grids": [],
  "provenance": {
    "data_inventory": "research/extensions/1444-data-inventory.json",
    "inventory": "research/findings/recessionalert_inventory.md",
    "manifest": "research/artifacts/recessionalert/manifest.json",
    "source_sha256": "sha256:d343299b639e26b151cf44a30aa64795bd6c12068af6e4ecb65d7295f7c20d5b"
  },
  "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": []
}