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**Status:** public research record; not peer reviewed; not an investment solicitation

## 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+0.3403, but +0.3403 is withdrawn: it came from an active-day calendar that omitted zero-exposure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 The immutable row remains in the trial lineage as a superseded measurement, not as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`](/glassbox/macro_economic_trend_family.json), with the union in
[`trial_packet_manifest.json`](/glassbox/trial_packet_manifest.json). Research and implementation
were authored and directed by **Arhan Canli**; no future return is promised.