Methodology · validation
The validation record
This is the only page on the site where a claim about how well this model has performed is permitted to appear. Nothing on the read, the monitor or the posture map carries a track record, because an accuracy claim standing next to a live number reads as a forecast of that number.
Basis of every result below
Every entry below is a retrospective simulation. The engine did not publish an edition at the time of these episodes; the scores were computed later, on data as it stands today rather than as it stood then. Under R13 that inflates any accuracy claim by whatever the subsequent revisions were worth. Nothing here is a live record, and the two are never merged into one number.
Page dated 25 August 2026 · method version asymmetric-investor-brief:2026-08 · results are not merged across bases, and a live record cannot begin until per-observation vintage fields are published.
Closed episodes
Definition · sample · vintage · methodEach episode states what was being predicted, over what sample, on which data vintage, by which method — and what the result was. The disconfirming-evidence field is mandatory and cannot be published empty. Four retrospective hits on four selected episodes is a sample of four, chosen after the fact.
| Episode | Window | Score | Signal | What happened | Result |
|---|---|---|---|---|---|
| GFC | Sep-Oct 2008 | -0.79 | BEARISH | S&P -57%, EM -65% | Directional hit |
| COVID | March 2020 | -0.70 | BEARISH | S&P -34% in 33 days | Directional hit |
| 2022 Bond Crash | October 2022 | -0.74 | BEARISH | Bonds -20%, Crypto -65% | Directional hit |
| SVB | March 2023 | -0.60 | BEARISH | Banking -28%, CRE stress | Directional hit |
| Current | Mar 2026 | -0.17 | BEARISH | Outcome not yet known | Open |
How these were produced
Retroactive reconstruction of what the v2.0 scoring engine would have produced during four historical stress events. All 26 indicators flagged manually using public data for each period, scored through the live v2.0 formula. Directional validation only — in-sample, not precision calibration.
Disclosed false positives
These four false positives represent permanent model blind spots: flight-to-quality bonds, stimulus-driven tech rallies, crisis-distrust crypto bids, and the equity/commodity divergence in energy.
| Event | Asset | Signal | Score | Actual | Why it failed |
|---|---|---|---|---|---|
| GFC 2008 | Gov't Bonds | BEARISH | -0.88 | +14% | Flight-to-quality bid |
| COVID 2020 H2 | Tech | BEARISH | -0.70 | +45% | Stimulus narrative rally |
| SVB 2023 | Crypto | BEARISH | -0.62 | +40% | Banking distrust bid |
| 2022 | Energy | BEARISH | -0.55 | +65% | Sector equity != commodity |
Backward-looking historical track record (directional, in-sample). Not a forward prediction, projection, or performance guarantee. Disclosed false positives are permanent model blind spots. Not investment advice.
Regime audit
Where the model and its own output disagreeSeparate from episode scoring: an audit of whether what the site publishes is coherent with what its own components read. Unresolved rows stay on the page as unresolved.
Pending We are collecting the published-versus-implied regime audit. Why nothing is shown
Source tiers, and one breach
The rule and its exceptionOur own hierarchy admits tiers one to three for a published flag. One live indicator rests on a tier-five press source. It stays on the page with the breach marked, and it is excluded from the coverage aggregate — reporting a higher coverage figure by quietly counting it would be the worse failure.
As of: authored date not yet recorded. This text is written by hand and is not regenerated each cycle; see how freshness is stated.
| Tier | What it is | Examples | May establish a flag |
|---|---|---|---|
| T1 | Official statistical | BLS, ISM, FRED series, Treasury, FINRA | Yes |
| T2 | Academic / reference | Shiller / Yale, BIS, IMF, World Bank | Yes |
| T3 | Vendor / index | Index composition, BDC composites | Yes |
| T4 | Practitioner research | Named sell-side or manager research, attributed | No |
| T5 | General press | Wire and business press | No |
Where tiers conflict, the higher tier stands and the conflict is published. A T5 source may provide colour but is never used to establish a flag. One tripwire currently breaches this rule and is marked.
Limits of this record
Read before quoting any figure aboveAs of: authored date not yet recorded. This text is written by hand and is not regenerated each cycle; see how freshness is stated.
US-centric by construction
Every admitted tripwire is a US series. Non-US assessments are inferred from US conditions plus central-bank divergence, not measured locally.
Weekly cadence
The engine runs once a week. Intra-week discontinuities are invisible until the next edition, and the fastest scenarios are precisely the ones that resolve inside a week.
No cross-asset correlation model
Cells are scored independently. The model cannot tell you what happens when three of them move at once, which is what a cascade is.
Private-credit opacity
Marks are model-derived, amendments suppress defaults, and the disclosure cadence is quarterly at best. The private-credit readings are the least reliable on the board.
Intervention override
A central bank or treasury can invalidate a threshold overnight. The board measures conditions, not the reaction function.
No sovereign directional signal in systemic stress
In severe system-wide stress, reserve-currency sovereign bonds may rally as a flight-to-quality beneficiary regardless of what the rates readings say. The engine goes blind on sovereigns in exactly the scenario a reader most wants a sovereign view.
What would make this a live record
- Per-observation vintage fields — observed_through, first_published, revision_state — on every indicator, so a score can be reconstructed as it stood on the day.
- A published composite for every weekly cycle, including cycles where the composite did not move, so the sample is every week rather than every interesting week.
- A pre-registered definition of what counts as a hit, dated before the episode it scores.
- A corrections register, so a revised input is visible as a revision rather than as a different number.
Thresholds, indicator definitions, the blind-spot rules and the version history live on the methodology page. The indicator readings themselves live on the monitor, with their sources one click away.