Point-in-Time Macroeconomic Trend: Seven Identities Without a Validated Sleeve

Short title: Point-in-time macro trend: complete trial lineage
Author: Arhan Canli, Founder and Quantitative Researcher, Canli Capital
Family key: macro_economic_trend · System: ALPHAC / AlphaForge
Status: public research record; not peer reviewed; not an investment solicitation
Evidence date: 2026-08-24

Abstract

ALPHAC evaluates seven immutable identities spanning an economic-trend engine, CPI-surprise sizing, and point-in-time macro-vintage variants. Persisted historical summaries range from -0.2981 to +0.3403, but the +0.3403 value is withdrawn because its active-day calendar omitted zero-exposure sessions. The calendar-corrected result is +0.2298 with Newey-West t 1.267 and a KILLED verdict. The withdrawn row remains in the lineage as a superseded measurement.

The economic premise is that slowly updating growth and inflation information may forecast liquid cross-asset returns. Revised releases create a direct look-ahead hazard, so only vintages available at each decision are admissible. The seven identities share macro information and constitute one research family, not seven independent sleeves; they may also overlap managed-futures trend. Current evidence is summary-level rather than a complete curve, DSR, capacity, drawdown, and crisis correlation packet. The decision is therefore zero validated sleeves. A related AlphaVintage Alpaca paper experiment does not reverse that research decision and is neither funded nor independently attested. Future admission requires one frozen vintage-safe configuration, current-union deflation, full risk and capacity evidence, and forward execution.

Finding and trial accounting

Seven immutable identities cover the economic-trend engine, CPI-surprise sizing, and five point-in-time macro-vintage variants. Their persisted historical summaries range from -0.2981 to +0.3403, but +0.3403 is withdrawn: it came from an active-day calendar that omitted zero-exposure sessions. The calendar-corrected re-run measures +0.2298 with Newey-West t 1.267 and verdict KILLED; four historical rows are positive and three negative. Observation counts range from 5,165 to 6,157. The immutable row remains in the trial lineage as a superseded measurement, not as evidence for a sleeve.

The hypothesis is that slowly updating growth and inflation information forecasts liquid cross-asset returns. Macro momentum and trend evidence provides a prior, but revised economic data creates a special look-ahead hazard; only vintages available at each decision are admissible. Economic trend, CPI surprise, and vintage variants share macro information and form one family, not seven independent sleeves. They may overlap managed-futures trend through the same growth and inflation regimes.

Boundary and decision

A related point-in-time family artifact is hash-bound, but the seven identity rows currently have summary-level evidence rather than complete curve/DSR/capacity packets. Decision: NOT RESEARCH-ADMITTED / zero validated sleeves. AlphaVintage nevertheless entered a dedicated Alpaca paper account on 2026-08-10 before its 2026-08-16 corrected KILLED verdict. That paper-only forward experiment does not reverse the research decision and is not funded or independently attested. The chronology, corrected curve, portfolio diagnostics, and governance failure are reported in the standalone AlphaVintage paper. A future research admission requires one frozen vintage-safe configuration, current-union deflation, drawdown, capacity, crisis correlation, and forward execution.

Exact identities and source hashes are public in macro_economic_trend_family.json, with the union in trial_packet_manifest.json. Research and implementation were authored and directed by Arhan Canli; no future return is promised.