{ "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", "parameter_sensitive", "regime_dependent", "useful_as_portfolio_overlay", "predictive_not_tradable", "uninvestable", "needs_more_research" ], "sections": { "Baseline implementation": { "claim_kind": "inferred", "claim_role": "causal_primary", "exploratory": true, "family": "sahm-u52-unemployment-proxy", "id": "sahm_t050_lag1", "lag_bars": 1, "lookback": 12, "metrics": { "cagr": 0.11651715726987444, "end": "2025-10-31", "max_drawdown": -0.23927178828328344, "n_months": 382, "risk_off_events": 26, "risk_on_share": 0.8638743455497382, "sharpe": 0.9087593003011495, "start": "1994-01-31", "vol": 0.13131911806178703 }, "source_fidelity": false, "threshold": 0.5 }, "Candidate frontier": [ { "category": "best_sharpe", "claim_role": "causal_primary", "family": "mcmhi-stm-market-health-proxy", "id": "mcmhi_spy_lb12_lag1", "interpretation": "Exploratory best sharpe; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.11555697755473071, "end": "2026-07-31", "max_drawdown": -0.19336384497374537, "n_months": 391, "risk_off_events": 30, "risk_on_share": 0.7831632653061225, "sharpe": 1.0313402234501794, "start": "1994-01-31", "vol": 0.11265445638344454 } }, { "category": "best_return", "claim_role": "causal_primary", "family": "sahm-u52-unemployment-proxy", "id": "sahm_t050_lag1", "interpretation": "Exploratory best return; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.11651715726987444, "end": "2025-10-31", "max_drawdown": -0.23927178828328344, "n_months": 382, "risk_off_events": 26, "risk_on_share": 0.8638743455497382, "sharpe": 0.9087593003011495, "start": "1994-01-31", "vol": 0.13131911806178703 } }, { "category": "best_long_history", "claim_role": "causal_primary", "family": "world-lei-usmlei-growth-diffusion", "id": "lei_roc_lb12_lag1", "interpretation": "Exploratory best long history; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.09301908368973821, "end": "2026-07-31", "max_drawdown": -0.32075763839930804, "n_months": 390, "risk_off_events": 23, "risk_on_share": 0.7256410256410256, "sharpe": 0.7850837084672202, "start": "1994-02-28", "vol": 0.12341075069020477 } }, { "category": "best_portfolio_complement", "claim_role": "causal_primary", "family": "macro-trade-crb-cbank-gdp-vote", "id": "macro_vote2_lag1", "interpretation": "Exploratory best portfolio complement; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.07191299724621913, "end": "2026-07-31", "max_drawdown": -0.2654003465964374, "n_months": 402, "risk_off_events": 43, "risk_on_share": 0.3945409429280397, "sharpe": 0.8770705135358294, "start": "1993-02-28", "vol": 0.08331171404519912 } } ], "Data": { "database": "data/market.sqlite read-only", "fetched_at": "2026-08-22T23:39:01Z", "frequency": "month_end", "page_sha256": "sha256:2241dedc4f58e8c154b67ded28764fe8d68f3f588ebdddb421dd19bc7b66a4c1", "proxies": [ "SPY", "IEF", "UNRATE", "INDPRO", "^VIX", "T10Y3MM", "BAA10Y", "GS10", "WALCL", "NFCILEVERAGE", "QQQ", "IWM", "BIL" ], "ra_database": "data/recessionalert.sqlite read-only; no mutation" }, "Limitations": [ "Native RecessionAlert Monthly Charts observations are unavailable.", "Public proxies are not official tab series.", "No disclosed buy/sell/hold portfolio contract.", "Publication lag per tab is unknown; lag>=1 is campaign policy.", "Results are exploratory and not investment advice or catalog admission." ], "Portfolio contribution": {}, "Promotion status": "Not promoted \u2014 Research Library only.", "Research questions": [ "Can the incomplete RecessionAlert Monthly Charts multi-tab family yield any causally timed, playable insight from labeled public month-end proxies when native tab series and thresholds are absent?" ], "Rules actually disclosed": [ "Multi-tab Monthly Charts family with WORLD TRADE, U-52, SAHM, WORLD LEI-1/2/3, VIX/YC, USMLEI, M-CMHI, STM, CRB, CBANK POLICY, GDP, GDP2.", "Charts updated monthly at varying days when data for respective charts become available.", "UI links to SAHM research note, CMHI_DATA.xlsx, de-trended CMHI, and private GDP iframes.", "No formulas, thresholds, buy/sell mapping, or source-linked observation series on this row; assets=0." ], "Source": { "fetched_at": "2026-08-22T23:39:01Z", "native_span": "single HTML multi-tab snapshot; no source-linked numeric span", "publication_lag": "unknown; page states monthly updates at varying days; campaign lag>=1", "redacted_url": "https://recessionalert.com/monthly-charts/", "sha256": "sha256:2241dedc4f58e8c154b67ded28764fe8d68f3f588ebdddb421dd19bc7b66a4c1", "title": "CHARTS >Monthly Charts | RecessionAlert", "url": "https://recessionalert.com/monthly-charts/" }, "Suggested next research": [ "Can an authorized refresh attach SHA256 assets for CMHI_DATA.xlsx and monthly chart GIFs?", "Do sibling Sahm/WLEI/CMHI pages disclose formulas that should remain separate inventory rows?", "Would first-release macro vintages change causal lag conclusions?" ], "Summary": [ "Source is a multi-tab monthly chart family with cadence only; native series and thresholds are absent.", "Executed 21 labeled variants (19 causal, 2 lag-0 controls) on month-end proxies from 1993+.", "Highest descriptive causal Sharpe among tested variants: mcmhi_spy_lb12_lag1 (1.031).", "Lag-0 controls can outperform; they are non-causal and not claimable.", "Disposition exploratory_tested_proxy under Other/Research with explicit NO-GO for native Monthly Charts parity." ], "Trial ledger": [ { "iteration": 1, "note": "Initial offline best-effort proxy campaign for issue 1528", "status": "published" } ], "Validation protocol": {}, "What had to be inferred": [ "Sahm/U-52 unemployment-trigger proxies on UNRATE; LEI growth ROC on INDPRO; VIX/YC stress on ^VIX+T10Y3MM; M-CMHI/STM SPY trend/breadth stand-ins.", "WORLD TRADE/CRB/CBANK/GDP multi-macro stress vote overlays." ], "What the source claims": [ "Multi-tab Monthly Charts family with WORLD TRADE, U-52, SAHM, WORLD LEI-1/2/3, VIX/YC, USMLEI, M-CMHI, STM, CRB, CBANK POLICY, GDP, GDP2.", "Charts updated monthly at varying days when data for respective charts become available.", "UI links to SAHM research note, CMHI_DATA.xlsx, de-trended CMHI, and private GDP iframes.", "No formulas, thresholds, buy/sell mapping, or source-linked observation series on this row; assets=0.", "Sahm/U-52 unemployment-trigger proxies on UNRATE; LEI growth ROC on INDPRO; VIX/YC stress on ^VIX+T10Y3MM; M-CMHI/STM SPY trend/breadth stand-ins.", "WORLD TRADE/CRB/CBANK/GDP multi-macro stress vote overlays.", "Native Monthly Charts tab parity, chart/xlsx SHA256 parity, per-tab release clocks, and disclosed portfolio mapping." ], "What to try interactively": [ { "name": "family", "type": "enum", "values": [ "sahm-u52-unemployment-proxy", "world-lei-usmlei-growth-diffusion", "vix-yc-stress-overlay", "mcmhi-stm-market-health-proxy", "macro-trade-crb-cbank-gdp-vote", "best-effort-neighbor-grid" ] }, { "name": "lag_bars", "type": "integer", "values": [ 0, 1, 2 ] }, { "name": "lookback", "type": "integer", "values": [ 3, 6, 12, 21 ] }, { "name": "threshold", "type": "number", "values": [ 0.0, -0.5, 0.35, 0.5 ] } ] }, "title": "CHARTS >Monthly Charts | RecessionAlert \u2014 exploratory proxy campaign" }, "campaign": { "campaign_id": "recessionalert-monthly-charts-1528", "iteration_number": 1, "research_tags": [ "data_limited", "fidelity_mismatch", "interesting_negative_result", "parameter_sensitive", "regime_dependent", "useful_as_portfolio_overlay", "predictive_not_tradable", "uninvestable", "needs_more_research" ], "status": "published", "title": "CHARTS >Monthly Charts | RecessionAlert \u2014 exploratory proxy campaign" }, "candidate_frontier": [ { "category": "best_sharpe", "claim_role": "causal_primary", "family": "mcmhi-stm-market-health-proxy", "id": "mcmhi_spy_lb12_lag1", "interpretation": "Exploratory best sharpe; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.11555697755473071, "end": "2026-07-31", "max_drawdown": -0.19336384497374537, "n_months": 391, "risk_off_events": 30, "risk_on_share": 0.7831632653061225, "sharpe": 1.0313402234501794, "start": "1994-01-31", "vol": 0.11265445638344454 } }, { "category": "best_return", "claim_role": "causal_primary", "family": "sahm-u52-unemployment-proxy", "id": "sahm_t050_lag1", "interpretation": "Exploratory best return; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.11651715726987444, "end": "2025-10-31", "max_drawdown": -0.23927178828328344, "n_months": 382, "risk_off_events": 26, "risk_on_share": 0.8638743455497382, "sharpe": 0.9087593003011495, "start": "1994-01-31", "vol": 0.13131911806178703 } }, { "category": "best_long_history", "claim_role": "causal_primary", "family": "world-lei-usmlei-growth-diffusion", "id": "lei_roc_lb12_lag1", "interpretation": "Exploratory best long history; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.09301908368973821, "end": "2026-07-31", "max_drawdown": -0.32075763839930804, "n_months": 390, "risk_off_events": 23, "risk_on_share": 0.7256410256410256, "sharpe": 0.7850837084672202, "start": "1994-02-28", "vol": 0.12341075069020477 } }, { "category": "best_portfolio_complement", "claim_role": "causal_primary", "family": "macro-trade-crb-cbank-gdp-vote", "id": "macro_vote2_lag1", "interpretation": "Exploratory best portfolio complement; inferred proxy, not native Monthly Charts parity.", "metrics": { "cagr": 0.07191299724621913, "end": "2026-07-31", "max_drawdown": -0.2654003465964374, "n_months": 402, "risk_off_events": 43, "risk_on_share": 0.3945409429280397, "sharpe": 0.8770705135358294, "start": "1993-02-28", "vol": 0.08331171404519912 } } ], "candidate_variants": [ { "claim_kind": "inferred", "claim_role": "causal_primary", "exploratory": true, "family": "sahm-u52-unemployment-proxy", "id": "sahm_t050_lag1", "lag_bars": 1, "lookback": 12, "metrics": { "cagr": 0.11651715726987444, "end": "2025-10-31", "max_drawdown": -0.23927178828328344, "n_months": 382, "risk_off_events": 26, "risk_on_share": 0.8638743455497382, "sharpe": 0.9087593003011495, "start": "1994-01-31", "vol": 0.13131911806178703 }, "source_fidelity": false, 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"sahm-u52-unemployment-proxy", "world-lei-usmlei-growth-diffusion", "vix-yc-stress-overlay", "mcmhi-stm-market-health-proxy", "macro-trade-crb-cbank-gdp-vote", "best-effort-neighbor-grid" ] }, { "name": "lag_bars", "type": "integer", "values": [ 0, 1, 2 ] }, { "name": "lookback", "type": "integer", "values": [ 3, 6, 12, 21 ] }, { "name": "threshold", "type": "number", "values": [ 0.0, -0.5, 0.35, 0.5 ] } ], "limitations": [ "Native RecessionAlert Monthly Charts observations are unavailable.", "Public proxies are not official tab series.", "No disclosed buy/sell/hold portfolio contract.", "Publication lag per tab is unknown; lag>=1 is campaign policy.", "Results are exploratory and not investment advice or catalog admission." ], "parameter_grids": [], "provenance": { "database": "data/market.sqlite read-only", "fetched_at": "2026-08-22T23:39:01Z", "frequency": "month_end", "page_sha256": "sha256:2241dedc4f58e8c154b67ded28764fe8d68f3f588ebdddb421dd19bc7b66a4c1", "proxies": [ "SPY", "IEF", "UNRATE", "INDPRO", "^VIX", "T10Y3MM", "BAA10Y", "GS10", "WALCL", "NFCILEVERAGE", "QQQ", "IWM", "BIL" ], "ra_database": "data/recessionalert.sqlite read-only; no mutation" }, "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": [] }