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9.104697533, "adaptive": 7.539712089, "ensemble": 8.648201746 }, "trainingN": 286, "trainingLastOutcome": "2026-07-31", "regime": "At or above trend" }, { "date": "2026-08-31", "month": "2026-08", "endDate": null, "actual": null, "forecasts": { "mean": 5.253482002, "v2": 8.195817444, "cross_asset": 8.071876854, "adaptive": 7.268736657, "ensemble": 7.845476985 }, "trainingN": 287, "trainingLastOutcome": "2026-08-31", "regime": "At or above trend" } ], "current": { "date": "2026-08-31", "month": "2026-08", "endDate": null, "actual": null, "forecasts": { "mean": 5.253482002, "v2": 8.195817444, "cross_asset": 8.071876854, "adaptive": 7.268736657, "ensemble": 7.845476985 }, "trainingN": 287, "trainingLastOutcome": "2026-08-31", "regime": "At or above trend" }, "prospective": { "completed": 0, "minimumDisjointOutcomes": 12, "nextPlannedOrigin": "2026-09-30", "automaticCollection": false, "note": "No future forecast has been issued in this experiment. The August reconstruction is not a prospective record. Scheduling or refreshing is not automatic." }, "limits": [ "Retrospective walk-forward reconstruction. Specification was made after V1/V2 research and all data already existed. No pristine holdout; repeated research can bias results.", "Each offset contains disjoint three-month windows internally. Different offsets overlap and cannot be pooled or counted as independent tests.", "Use latest observation at least seven calendar days before each actual monthly market close. Previous three-month feature level uses the same rule at the origin three calendar months earlier. Drop missing rows; no backward filling. Latest retrieved histories are not certified point-in-time vintages. Earlier origins use actual SOXX last trading dates. Reject sources more than seven days stale at the delayed cutoff.", "Passing every gate permits a historically robust research label only. It does not establish future reliability. Failure retains V2 as the incumbent research forecast; never pick another component because it looks better in the final test.", "No stable live edge claim without at least 12 disjoint completed prospective quarterly outcomes logged immediately after the information cutoff and before the future return path is observed, with immutable issue timestamps and no historical backdating, compared with frozen benchmarks and recalculated uncertainty. Minimum sample count is a floor, not proof. No completed prospective forecasts exist today.", "No trading strategy or after-cost alpha is established by squared-return forecast error. Forecast comparisons do not imply executable fills at their information-date close.", "Pointwise bootstrap intervals do not adjust for all previous research attempts. Passing a historical screen is not an independent discovery." ], "sources": [ { "title": "Cboe VIX via FRED", "url": "https://fred.stlouisfed.org/series/VIXCLS" }, { "title": "10-year minus 2-year Treasury spread via FRED", "url": "https://fred.stlouisfed.org/series/T10Y2Y" }, { "title": "Campbell and Thompson: restricted forecasts and historical-mean benchmark", "url": "https://www.nber.org/papers/w11468" }, { "title": "Goyal and Welch: out-of-sample equity premium prediction", "url": "https://www.nber.org/papers/w10483" } ] }