Regimes — Methodology

What this page is

Regimes names the stage of the cycle each month has been in, from State of the Economy's three gauges, by rules written down before the engine was built. This page is those rules, in full, and the record of the one test that decided what the third gauge is allowed to do.

Everything here comes from two places and no third: the rules are transcribed from the ratified decision record (REGIME-DR-1 v3 (ratified 2026-09-19)), and every count is read from the engine's own route as this page renders. Nothing is typed in.

The laws

lawwhat it binds
Fixed rules, set in advanceThe rules below were written into the decision record and ratified before the engine was built. They are not fitted to the record they classify.
Every claim tested against the recordA claim reaches a surface only after it has been run over the whole record and its result recorded — including when the result is that the claim fails.
Counts, never probabilitiesEvery "what followed" on the Regimes page is a count of periods in this record. None of them is a forecast, and none is expressed as a likelihood.
Point-in-time honestyThe gauges are read as they stood at the time, from the vintage score table — not as later revisions made them look.
IndependenceThe regime reads the State of the Economy’s three gauges and nothing else. No feature depends on another: State of the Economy, the Capitulation Monitor, the Housing Cycle and Economic Breadth each stand on their own principles. A synthesis of what they mean together is a separate surface, written after the pillars exist.

The vocabulary

Three words, and they do not trade places.

wordwhat it names
perioda run of months in one stage
episodea run of the stress signal
stageone of the four

The feature is Regimes. The words spell, era and band do not name any of these.

What each month carries

Context per month, point-in-time: M, FS, IR (0–100; 50 the median; FS higher = healthier; IR lower = more strained); dM, dFS (3-month change); tr6 (IR’s 6-month change; positive = easing); side (+1 core PCE above 2%, −1 below); FS’s own 12-month high.

M is Momentum, FS is Forward Stress, IR is the Inflation Regime gauge — the three State of the Economy composites, read point-in-time.

The four stages, and the rules that name them

Four ordered stages — Recovery · Expansion · Slowdown · Contraction — classified on Momentum. Forward Stress enters only in the frozen Contraction rule's compound branch. First match wins.

#stagethe rule, verbatim
1ContractionM < 30, or (M < 40 and dM ≤ −5 and FS < 40) — the frozen v5 form.
2Recoveryentered after a Contraction period, with two months’ confirmation (the Contraction rule off and dM > 0, two months running); held while M < 60 and M ≥ (post-contraction trough + 5) and dM ≥ −3; exits to Expansion at M ≥ 60 or after 24 months; to Contraction by rule 1; to Slowdown if M falls back below trough + 5. A Contraction may exit directly to Expansion when M ≥ 60 on the exit month (2020’s V).
3Slowdown(M < 50 and dM ≤ 0) or M < 45.
4Expansioneverything else with M ≥ 45.

What each stage has done in this record

Read from the engine as this page loaded — the same rows the Regimes page's stage cards carry, over the record from Aug 1981.

stageperiodsmedian lengthbecame a Contraction within 18 months
Contraction74 months— (it is the Contraction)
Recovery65 months2 of 6
Slowdown103 months4 of 10
Expansion1032 months2 of 10

Counts of what followed in this record, never probabilities.

Persistence, and how a stage is left

Persistence. M < 30 → Contraction immediately; the compound Contraction rule, or a Slowdown with dM ≤ −8 → 2 months’ confirmation; everything else → 3.

Exit thresholds. Slowdown leaves at M ≥ 55 or (M ≥ 50 and dM > 0 two months running); Contraction leaves only via Recovery, or straight to Expansion at M ≥ 60. Order: forward skips allowed; Contraction → Recovery (or Expansion at M ≥ 60) only. The latest months carry the standing stage with a forming note ("Slowdown forming, 2 of 3").

The direction words. cooling (dM ≤ −8 in 2 of the last 3 months) · firming (dM ≥ +8 in 2 of 3) · else none. Every direction word carries two-month persistence: a word changes only after two months of the new condition.

The inflation overlay

level = the Inflation Regime gauge’s own band word (house_ladder: calm · calm · neutral · strained · severely strained on the 80/60/40/20 edges; VOCAB-2’s shared top rung noted, not solved); direction = rising (tr6 ≤ −5) · stable · easing (tr6 ≥ 5).

The overlay never changes the stage; it is read beside it. The two band words at the top of that ladder are the site's own open vocabulary item, recorded and not yet resolved — the record names it rather than hiding it.

Banner form: “Expansion · inflation strained, stable”. The stage is named on Momentum; inflation is read beside it, never into it.

The stress signal

The stress signal opens when Forward Stress is ≥ 20 below its own 12-month high with M ≥ 50 for 2 consecutive months; it closes when Forward Stress is within 10 of its 12-month high for 2 months, or when the stage leaves Expansion.

Every episode since 1981

openedclosedmonthsa Contraction followed within 18 monthsS&P 500 TR, 12 months from the open
Sep 1984May 19859no+15.7%
Feb 1989Jul 19896no+16.1%
Sep 2000Jan 20015yes-27.9%
Dec 2006Jun 20077yes+6.3%
Feb 2019Oct 20199yes+21.2%
Jun 2022May 202312no+13.3%

The fourth column tests the stage — whether a Contraction period began within eighteen months. The adjudication below tested something different: whether an NBER recession began. The two can disagree on one episode, and below they do.

Why Forward Stress does not name the stage

Momentum names the stage. Forward Stress enters one branch of one rule and otherwise sits beside the stage as a signal. That is not an assumption; it is the result of a test that was written down in full — question, tiers, candidates and the bar — before it was run.

The question. Does Forward Stress carry information about coming deterioration that the four-stage growth classification does not already carry — and if so, which kind of deterioration, how far ahead, at what false-alarm cost?

The outcome tiers, tested separately, never aggregated

tierthe events
T1 economicthe 5 NBER recessions since 1981 (primary)
T2 economic deterioration without recessionEconomic Breadth net < 0 for ≥ 3 consecutive months, on the revised record
T3 marketQUAD-1’s ≥ 20% drawdowns and, weaker, ≥ 10% corrections, from the S&P total-return chain, peak to trough

The six candidates

#readingthe condition
1levelFS < 40 while M ≥ 45
2directiondFS ≤ −8 in 2 of 3 months while M ≥ 50
3drawdown from highFS ≥ 20 below its own 12-month high while M ≥ 50
4stress-led SlowdownM < 55 and FS < 40 joins Slowdown’s rule
5stress-led ContractionM < 45 and FS < 40 joins Contraction’s rule
6tie-breakerwithin 3 points of the 50 cut, FS ≥ 45 keeps Expansion, FS < 45 sends Slowdown

The bar, set before the run

The bar, applied per tier and stated as descriptive, not statistical: an episode-level hit on ≥ 4 of 5 T1 events with each lead listed; false alarms ≤ hits; AND the incremental test shows FS earlier than the growth stage by ≥ 2 months on at least 3 of 5. A candidate meeting the bar on T3 but not T1 is a market-stress signal, not an economic classifier, and is reported as such.

What happened

The run's own verdict: no candidate met the bar on T1 or T3. Read as a level (FS < 40 at any Momentum; the stress-led Slowdown and Contraction; the tie-breaker at the 50 cut) FS added nothing the growth stage did not carry — one hit in four recessions, ten months after the growth stage’s own warning, or no tallied episode at all. Read as a fall from its own recent level it did.

So FS stays out of the classification, and its direction is served beside the stage as a signal with its record.

The reading that did carry something is candidate 3 — the fall from Forward Stress's own twelve-month high — and it is the rule the stress signal is built on. Against the recessions it fired early three times:

NBER recessionthe growth stage's first warningthe signal firedearlier bylead to the recession
Aug 1990Jun 1989Feb 19894 months18 months
Jan 2008Jun 2007Dec 20066 months13 months
Mar 2020Mar 2020Feb 201913 months13 months

Candidate 3 was tallied over five episodes: three hits, each earlier than the growth stage’s own first warning, and two false alarms in 45 years — 1984-09 and 2022-06. A sixth opening, 2000-09, was excluded by the pre-registered rule that an episode opening inside a drawdown already under way is not tallied. Three of five is not four of five, so the bar was not met.

The five rows above and in the tiers are quoted from the adjudication's own record (gate regime_1_fs_adjudication.md), which is where the run's month-by-month tables live. The episode table higher up is served live by the engine, which is why its fourth column and this one count different things.

The basis

The served timeline is point-in-time — the gauges as the vintage score table recorded them at the time. The revised record is computed by the same function from today’s data and differs from it in 62 of 541 months. Both are served, and each surface names which one it is reading.

The Regimes page reads the point-in-time record (this render: point-in-time). The what-changed table in State of the Economy's Time Machine reads the same engine on whichever basis that surface declares.