{ "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", "useful_as_portfolio_overlay", "needs_more_research", "regime_dependent" ], "sections": { "Agent assessment": [ "Disposition exploratory_tested_proxy under Other/Research.", "Explicit NO-GO for playable Other/Indicators native Gen-1/Gen-2/ST-ALGO promotion." ], "Baseline implementation": { "claim_role": "causal_primary", "family": "gen1-trough-diffusion-top3-proxy", "id": "g1_trough_diff2_lag1", "lag_bars": 1, "metrics": { "cagr": 0.02068745268072436, "end": "2026-07-31", "max_drawdown": -0.39847661065211815, "n_months": 255, "risk_off_events": 978, "risk_on_share": 0.19140625, "sharpe": 0.23884078837581374, "start": "2005-05-31", "vol": 0.11234067508443882 } }, "Candidate frontier": [ { "category": "best_sharpe", "claim_role": "causal_primary", "family": "related-workbook-mf-gen2-overlay", "id": "wb_gen2_short_dir_lag1", "interpretation": "Exploratory best Sharpe among causal variants; not native Gen-1/Gen-2 fidelity.", "metrics": { "cagr": 0.20141252652984987, "end": "2026-07-31", "max_drawdown": -0.10422515115670106, "n_months": 255, "risk_off_events": 1017, "risk_on_share": 0.72265625, "sharpe": 1.7089200723634954, "start": "2005-05-31", "vol": 0.11178642215039082 } }, { "category": "best_return", "claim_role": "causal_primary", "family": "related-workbook-mf-gen2-overlay", "id": "wb_gen2_short_dir_lag1", "interpretation": "Exploratory best CAGR among causal variants.", "metrics": { "cagr": 0.20141252652984987, "end": "2026-07-31", "max_drawdown": -0.10422515115670106, "n_months": 255, "risk_off_events": 1017, "risk_on_share": 0.72265625, "sharpe": 1.7089200723634954, "start": "2005-05-31", "vol": 0.11178642215039082 } }, { "category": "best_long_history", "claim_role": "causal_primary", "family": "gen2-close-horizon-grid-6-17-34-68", "id": "g2_x68_lag1", "interpretation": "Best causal on-row horizon close zig-zag proxy (6/17/34/68 family).", "metrics": { "cagr": 0.09999285557992854, "end": "2026-07-31", "max_drawdown": -0.24207658385275455, "n_months": 402, "risk_off_events": 265, "risk_on_share": 0.6398305084745762, "sharpe": 0.9623518834166016, "start": "1993-02-28", "vol": 0.1051671038709387 } } ], "Data": { "database": "data/market.sqlite + data/recessionalert.sqlite read-only", "page_sha256": "sha256:9a828206a7af5e90f3ecac75b2e445167e90b15cd1310024f4499c22284384af", "workbook_sha256": "sha256:fc2be5f1fc2a2e38949ae566f6e8cb4699a95562975a498fb5a53510cc40d67c" }, "Limitations": [ "market.sqlite ohlcv is close-only", "DEM++ proprietary", "On-row asset SHA256 absent", "Gen-2 probabilities disclosed as non-actionable", "WeeklyData MF/GEN-2 are off-row related workbooks" ], "Portfolio contribution": {}, "Promotion status": "Not promoted \u2014 Research Library only. Native fidelity NO-GO.", "Regime behavior": [ { "covid": { "cagr": 0.1792505868233727, "max_drawdown": -0.06144374529869623, "n_months": 13, "sharpe": 1.04915822080694, "vol": 0.1709213050942567 }, "gfc": { "cagr": 0.044160559831250445, "max_drawdown": -0.09221172897955521, "n_months": 21, "sharpe": 0.4032029039584029, "vol": 0.12622778509315408 }, "inflation_2022": { "cagr": -0.17895096740923633, "max_drawdown": -0.1508185676813053, "n_months": 12, "sharpe": -1.8583856029404784, "vol": 0.10261396627144913 }, "recent": { "cagr": 0.14118778941037347, "max_drawdown": -0.08098002236037583, "n_months": 43, "sharpe": 1.2842801323604935, "vol": 0.1078004878496749 } } ], "Research questions": [ "Can the pinned PRO>SP500 Charts snapshot yield any causally timed insight when DEM++, probability maps, ST-ALGO stop formulas, and on-row OHLC SHA256 are absent?" ], "Rules actually disclosed": [ "Gen-1 trough/top six-factor families with Diffusion>=2 and/or top-3 average>=90% cues.", "Gen-2 dice tabs with on-row horizons 6/17/34/68 and 60/80/90 thresholds; sibling pctmodel uses 7/17/34/72.", "ST-ALGO Ver 1.30 lag 3-5 avg~4, latch=1, dynamic stop replacing 2.6%; Gen-2 probabilities are not actionable trading signals.", "DEM++, closed-form probability map, ST-ALGO stop formula, and on-row asset SHA256 are absent." ], "Source": { "fetched_at": "2026-08-22T23:38:56Z", "sha256": "sha256:9a828206a7af5e90f3ecac75b2e445167e90b15cd1310024f4499c22284384af", "title": "PRO>SP500 Charts | RecessionAlert", "url": "https://recessionalert.com/spx_procharts/" }, "State-space exploration": [ "29 labeled variants across 9 families; negatives retained." ], "Suggested next research": [ "Would on-row OHLC asset SHA256 change close-only zig-zag conclusions?", "Can DEM++ be reconstructed from public sequential setup counts without inventing proprietary parameters?", "Does resolving 6/68 vs 7/72 horizon ambiguity materially change overlays?" ], "Summary": [ "29 labeled variants executed with lag>=1 causal_primary and lag-0/look-ahead control_only.", "Best causal Sharpe: wb_gen2_short_dir_lag1 sharpe=1.709.", "Native Gen-1/Gen-2/ST-ALGO/PCT fidelity remains NO-GO; Gen-2 probabilities remain non-actionable per source disclaimer.", "Publication destination: Other/Research exploratory_tested_proxy (not Other/Indicators)." ], "Trial ledger": [ { "iteration": 1, "n_trials": 29 } ], "Validation protocol": {}, "What did not work": [ "Gen-1 trough diffusion overlays were sparse/low Sharpe; 2022 regime destroyed x=68 overlay equity." ], "What had to be inferred": [ "Close-only zig-zag, empirical rank probabilities, % stops, SPY/IEF overlays, and related WeeklyData MF/GEN-2 lagged columns." ], "What the source claims": [ "Gen-1 trough/top six-factor families with Diffusion>=2 and/or top-3 average>=90% cues.", "Gen-2 dice tabs with on-row horizons 6/17/34/68 and 60/80/90 thresholds; sibling pctmodel uses 7/17/34/72.", "ST-ALGO Ver 1.30 lag 3-5 avg~4, latch=1, dynamic stop replacing 2.6%; Gen-2 probabilities are not actionable trading signals.", "DEM++, closed-form probability map, ST-ALGO stop formula, and on-row asset SHA256 are absent.", "Close-only zig-zag, empirical rank probabilities, % stops, SPY/IEF overlays, and related WeeklyData MF/GEN-2 lagged columns." ], "What to try interactively": [ { "name": "lag_bars", "values": [ 1, 2, 3, 4, 5 ] }, { "name": "x_horizon", "values": [ 6, 7, 17, 34, 68, 72 ] }, { "name": "threshold", "values": [ 0.6, 0.8, 0.9 ] } ], "What worked": [ "Related workbook Gen-2 DIR overlays and longer-horizon close zig-zag were the stronger causal exploratory overlays in-sample." ] }, "title": "PRO>SP500 Charts | RecessionAlert \u2014 exploratory Gen-1/Gen-2 proxy campaign" }, "campaign": { "campaign_id": "recessionalert-spx-procharts-1576", "iteration_number": 1, "research_tags": [ "data_limited", "fidelity_mismatch", "useful_as_portfolio_overlay", "needs_more_research", "regime_dependent" ], "status": "published", "title": "PRO>SP500 Charts 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