Market convergence episodes — a standing falsifier through 2031

Registered inside “Multi-Sensor Convergence as a Regime Detection Signal,” with the full construction and test committed in the paper’s repository.

The multi-sensor convergence paper registers a standing claim about the U.S. stock market: when its four-sensor convergence measure on the S&P 500 reaches the elevated band — the 80th percentile or higher of its own history — the following 63 trading days should show above-typical market turbulence more often than chance would produce.

The claim is tested only on separated episodes, each at least 63 trading days from the last, so no single stretch of market history is counted twice. It is judged by a standard statistical test with the pass line fixed in advance.

The falsification rule, stated plainly: if, over 2026–2031, elevated-convergence episodes are not followed by above-median turbulence at a rate exceeding chance, the standing claim is falsified.

At registration, the measure sat below the elevated band. The clean tests are future episodes, not past ones — which is the point.

This page reports a registered research prediction. It is education, not advice: nothing here is a forecast service or an investment signal.