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Canli Capital

Research

Point-in-time macroeconomic trend: seven identities without a validated sleeve

By , Canli Capital

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Status: public research record; not peer reviewed; not an investment solicitation

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 Their persisted historical summaries range from -0.2981 to +0.3403, but +0.3403 is withdrawn: it came from an active-day calendar that omitted zero-exposure sessions.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 The immutable row remains in the trial lineage as a superseded measurement, not as evidence for a sleeve.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. No broker-reconciled forward record or Alpaca sleeve is established. Decision: NOT ESTABLISHED / zero sleeves. A future candidate 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.