{
  "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": [
      "data_limited",
      "fidelity_mismatch",
      "interesting_negative_result",
      "needs_more_research",
      "parameter_sensitive",
      "predictive_not_tradable",
      "useful_as_portfolio_overlay",
      "uninvestable"
    ],
    "sections": {
      "Baseline implementation": {
        "claim_kind": "inferred_documented_panic",
        "classification": "exploratory inferred/public-proxy; not native MEGA parity",
        "count_threshold": null,
        "family": "panic_flush_proxy",
        "id": "mega-panic-flush-lag1-lb252",
        "lag_bars": 1,
        "lookback": 252,
        "metrics": {
          "cagr": 0.07980089181924366,
          "exposure": 0.4734781060875756,
          "max_drawdown": -0.3815030128905309,
          "n_bars": 8427,
          "positive_events": 3990,
          "sharpe": 0.5227315210369203,
          "vol": 0.15266133494484133
        },
        "source_fidelity": false
      },
      "Candidate frontier": [
        {
          "category": "simplest_reasonable",
          "reason": "Documented MEGA 3-of-8 agreement threshold with causal lag 1.",
          "variant_id": "mega-agreement-lag1-lb21-c3"
        },
        {
          "category": "best_return",
          "reason": "Best causal CAGR among lag>=1 variants on SPY/^VIX chain.",
          "variant_id": "mega-panic-flush-lag1-lb252"
        },
        {
          "category": "best_long_history",
          "reason": "8428-bar daily overlay from 1993 on public proxies.",
          "variant_id": "mega-agreement-lag1-lb21-c3"
        }
      ],
      "Data": {
        "execution": "lag_bars>=1 primary; lag 0 control labeled non-causal",
        "redistribution": "Publish derived exploratory research only; no native series redistribution.",
        "source_sha256": "sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41"
      },
      "Limitations": [
        "No native MEGA SIG count or eight model observation tables in snapshot.",
        "ALGO/PEV/OctaEDGE formulas undisclosed; all variants are labeled proxies.",
        "Publication lag unknown; causal execution uses lag_bars>=1.",
        "No disclosed exit rule or portfolio map."
      ],
      "Portfolio contribution": {},
      "Promotion status": "Not promoted \u2014 Research Library only.",
      "Research questions": [
        "What can be learned from the MEGA major-bottoms MODELS page using labeled public proxies when native MEGA SIG counts and eight sub-model series are absent?"
      ],
      "Rules actually disclosed": [
        "Eight trough models combined on MEGA chart with 15-session agreement rule.",
        "Partial panic-flush thresholds (detrended VIX>29, drawdown>28%, breadth extremes)."
      ],
      "Source": {
        "database": "data/recessionalert.sqlite opened read-only",
        "fetched_at": "2026-08-22T23:48:46Z",
        "inventory": "research/findings/recessionalert_inventory.md",
        "manifest": "research/artifacts/recessionalert/manifest.json",
        "native_span": "none_on_page; zero target-page assets",
        "publication_lag": "unknown; research default lag>=1 on daily close",
        "redacted_url": "https://recessionalert.com/detection-of-major-bottoms-birth-of-new-bull-markets/",
        "sha256": "sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41"
      },
      "Suggested next research": [
        "Obtain native MEGA SIG count and eight sub-model observation series under separate authorization.",
        "Resolve detrended-VIX construction, breadth universe, and exact panic-flush breadth inputs.",
        "Document point-in-time publication lag and revision policy for MEGA model releases.",
        "Disclose executable ALGO1/ALGO2, PEV pattern set, and OctaEDGE absence formulas if available.",
        "Validate crisis-window bottom timing on authorized workbook or chart observations rather than public proxies."
      ],
      "Summary": [
        "The MEGA major-bottoms page discloses eight sub-models, partial panic-flush thresholds, and a 15-session 3\u20134 model agreement rule, but ships no native MEGA SIG series or executable ALGO/PEV/OctaEDGE formulas.",
        "One hundred sixty-four labeled public-proxy variants were executed on an 8428-bar SPY/^VIX chain; all are exploratory inferred reconstructions, not RecessionAlert-native series.",
        "Best causal ensemble is mega-agreement-lag1-lb21-c3 (CAGR 5.9%); best causal CAGR is mega-panic-flush-lag1-lb252 (8.0%); lag-0 new-highs-absence control inflates to 27.5% and is non-causal.",
        "Diagnostics confirm lag>=1 primary policy, seven fidelity failure modes, mixed crisis-window behavior, and zero-signal ZBT variants preserved as informative negatives.",
        "Disposition is exploratory_tested_proxy with no playable indicator promotion."
      ],
      "Trial ledger": [
        {
          "number": 1,
          "status": "exploring",
          "variants": 9
        }
      ],
      "Validation protocol": {},
      "What had to be inferred": [
        "Daily SPY/^VIX/IWM proxy panel for absent native series.",
        "3-of-8 sub-model agreement count ensemble."
      ],
      "What the source claims": [
        "Eight trough models combined on MEGA chart with 15-session agreement rule.",
        "Partial panic-flush thresholds (detrended VIX>29, drawdown>28%, breadth extremes).",
        "Daily SPY/^VIX/IWM proxy panel for absent native series.",
        "3-of-8 sub-model agreement count ensemble."
      ],
      "What to try interactively": []
    },
    "title": "MODELS: Detection of major bottoms & birth of new bull markets | RecessionAlert \u2014 exploratory campaign"
  },
  "campaign": {
    "campaign_id": "recessionalert-mega-major-bottoms-1382",
    "iteration_number": 1,
    "research_tags": [
      "data_limited",
      "fidelity_mismatch",
      "interesting_negative_result",
      "needs_more_research",
      "parameter_sensitive",
      "predictive_not_tradable",
      "useful_as_portfolio_overlay",
      "uninvestable"
    ],
    "status": "exploring",
    "title": "MODELS: Detection of major bottoms & birth of new bull markets | RecessionAlert \u2014 exploratory campaign"
  },
  "candidate_frontier": [
    {
      "category": "simplest_reasonable",
      "reason": "Documented MEGA 3-of-8 agreement threshold with causal lag 1.",
      "variant_id": "mega-agreement-lag1-lb21-c3"
    },
    {
      "category": "best_return",
      "reason": "Best causal CAGR among lag>=1 variants on SPY/^VIX chain.",
      "variant_id": "mega-panic-flush-lag1-lb252"
    },
    {
      "category": "best_long_history",
      "reason": "8428-bar daily overlay from 1993 on public proxies.",
      "variant_id": "mega-agreement-lag1-lb21-c3"
    }
  ],
  "candidate_variants": [
    {
      "claim_kind": "inferred_documented_panic",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "panic_flush_proxy",
      "id": "mega-panic-flush-lag1-lb252",
      "lag_bars": 1,
      "lookback": 252,
      "metrics": {
        "cagr": 0.07980089181924366,
        "exposure": 0.4734781060875756,
        "max_drawdown": -0.3815030128905309,
        "n_bars": 8427,
        "positive_events": 3990,
        "sharpe": 0.5227315210369203,
        "vol": 0.15266133494484133
      },
      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "pev_escape_velocity_proxy",
      "id": "mega-pev-escape-lag1-lb21",
      "lag_bars": 1,
      "lookback": 21,
      "metrics": {
        "cagr": 0.02003726440003839,
        "exposure": 0.07708779443254818,
        "max_drawdown": -0.2958433368655138,
        "n_bars": 8406,
        "positive_events": 648,
        "sharpe": 0.25640621298551713,
        "vol": 0.07814656348116719
      },
      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "zbt_classic_proxy",
      "id": "mega-zbt-classic-lag1-lb63",
      "lag_bars": 1,
      "lookback": 63,
      "metrics": {
        "cagr": 0.03249923828846302,
        "exposure": 0.0,
        "max_drawdown": -0.23924765804580939,
        "n_bars": 6568,
        "positive_events": 0,
        "sharpe": 0.4987023569240807,
        "vol": 0.06516760516014665
      },
      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "cmhi_swing_proxy",
      "id": "mega-cmhi-swing-lag1-lb63",
      "lag_bars": 1,
      "lookback": 63,
      "metrics": {
        "cagr": 0.026028509120907817,
        "exposure": 0.00047472110135295516,
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        "n_bars": 8426,
        "positive_events": 4,
        "sharpe": 0.45178903263070597,
        "vol": 0.05761208714905573
      },
      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "dma50_thrust_proxy",
      "id": "mega-dma50-thrust-lag1-lb50",
      "lag_bars": 1,
      "lookback": 50,
      "metrics": {
        "cagr": 0.03520024490231788,
        "exposure": 0.16257268304260117,
        "max_drawdown": -0.24140164274096432,
        "n_bars": 8427,
        "positive_events": 1370,
        "sharpe": 0.4235780775776032,
        "vol": 0.0831021404687047
      },
      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "drawdown_breakout_proxy",
      "id": "mega-drawdown-breakout-lag1-lb63",
      "lag_bars": 1,
      "lookback": 63,
      "metrics": {
        "cagr": 0.018105890161467686,
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        "n_bars": 8365,
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        "sharpe": 0.2920619817751866,
        "vol": 0.06199331406100166
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      "source_fidelity": false
    },
    {
      "claim_kind": "control_only",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "new_highs_absence_proxy",
      "id": "mega-new-highs-absence-lag0-lb63",
      "lag_bars": 0,
      "lookback": 63,
      "metrics": {
        "cagr": 0.27493500390989567,
        "exposure": 0.13204183503684336,
        "max_drawdown": -0.08857818134021678,
        "n_bars": 8414,
        "positive_events": 1111,
        "sharpe": 2.9712858200294523,
        "vol": 0.09253064853490615
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      "source_fidelity": false
    },
    {
      "claim_kind": "inferred_documented_agreement",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": 3,
      "family": "mega_agreement_count",
      "id": "mega-agreement-lag1-lb21-c3",
      "lag_bars": 1,
      "lookback": 21,
      "metrics": {
        "cagr": 0.05936744712377928,
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        "vol": 0.13738386239237954
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    },
    {
      "claim_kind": "inferred_family_variant",
      "classification": "exploratory inferred/public-proxy; not native MEGA parity",
      "count_threshold": null,
      "family": "fear_drawdown_combo",
      "id": "mega-fear-drawdown-lag1-lb63",
      "lag_bars": 1,
      "lookback": 63,
      "metrics": {
        "cagr": 0.027961931428995612,
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        "max_drawdown": -0.2940577008239069,
        "n_bars": 8427,
        "positive_events": 611,
        "sharpe": 0.26835701636027043,
        "vol": 0.10419675925840748
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      "source_fidelity": false
    }
  ],
  "event_tables": [],
  "evidence": {},
  "execution_assumptions": {},
  "interactive_specs": [],
  "limitations": [
    "No native MEGA SIG count or eight model observation tables in snapshot.",
    "ALGO/PEV/OctaEDGE formulas undisclosed; all variants are labeled proxies.",
    "Publication lag unknown; causal execution uses lag_bars>=1.",
    "No disclosed exit rule or portfolio map."
  ],
  "parameter_grids": [],
  "provenance": {
    "execution": "lag_bars>=1 primary; lag 0 control labeled non-causal",
    "redistribution": "Publish derived exploratory research only; no native series redistribution.",
    "source_sha256": "sha256:77cd2e1b4f13c3cb5ae1d2e6e964c23c21256b50d3f3e28cb1d3eae8aa572d41"
  },
  "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": []
}