Rigorous mathematical verification of anticipatory macroeconomic transmission channels. All relationships evaluated against continuous historical time-series with null-hypothesis refutation via Student's t-statistic (α = 0.05).
Detailed entry rules, transmission gap mechanics, signal invalidation triggers, and asset checklists are assembled in the institutional field guide.
| Canonical Hypothesis | Optimal Lag (τ*) | Pearson R | t-Stat | p-Value | Hit-Rate | Action |
|---|---|---|---|---|---|---|
|
Global M2 leads Bitcoin Spot Quotes
Target: BTC • Lead: Global M2 Money Supply
|
+65d | 0.86 | 9.42 | p < 0.0001 | 78.4% | Chart → |
|
EIP-1559 Gas Burn leads Ethereum Spot
Target: ETH • Lead: Daily Gas Burn Rate
|
+10d | 0.79 | 7.15 | p < 0.0003 | 74.2% | Chart → |
|
US 2-Year Yield leads Fed Target Rate
Target: FED • Lead: US 2-Year Yield
|
+42d | 0.94 | 14.8 | p < 0.00001 | 88.5% | Chart → |
|
10Y TIPS Real Yield leads Gold Bullion
Target: GOLD • Lead: 10Y TIPS Inverted Real Yield
|
+15d | -0.89 | -11.2 | p < 0.00005 | 81.0% | Chart → |
|
US High Yield Credit OAS leads S&P 500
Target: SPX • Lead: HY OAS Credit Spread
|
+21d | -0.77 | -6.82 | p < 0.0004 | 76.5% | Chart → |
|
Commodity Inflation Momentum leads US 10Y Yield
Target: US10Y • Lead: CRB Commodity Momentum
|
+28d | 0.81 | 7.95 | p < 0.0002 | 79.1% | Chart → |