Welcome to a Glimpse of Systemic Risk Consulting's AlphaAdder's Fifteen Year Applied Complexity Experiment.

Dear Sir or Madam; 

Thank you very much for your interest.

I have temporarily put SystemicRiskConsulting.com to Public so you can view the relevant  posts related to the original Hypothesis. There are many more, but these are visible to help you hone in on the Important Points. 

The original Hypothesis proven: It was Indeed possible to Identify when the S&P 500 had self organized to the point of criticality and was susceptible to an unforeseen exogenous event causing a Crash. This was done in two different Economic Cycles, in vastly different circumstances, fourteen years apart. 

To Wit:

1.  Dated and Time Stamped Evidence of Statements of System Criticality Prior to Six Sigma plus Phase Transitions of 2008 and 2020. I wrote these entries for myself, to ensure I wasn't fooling myself. To be Epistemologically humble and transparent over two Economic cycles to observe the efficacy of the hypothesis in a real world application. 

.2. The Original Entry Monday August 22, 2005 is the Original Entry for Context.  It contains bits and pieces of Proprietary paper:  "Stock Market Endogenous Dynamic, 'Noise', and Crash Precursors", written 1998-2005. Inspired by Per Bak, and watching my Quotron melt in 1998 due to LTCM, and noticing similarities with my 1984 work at LANL.

Over the past fifteen years developed a "Very Pioneering" Complete Systemic Risk Management Suite for the S&P 500. "Reverse AlphaAdder". "IP"'s, "S^3", "P^3", "AlphaOmega", "Phase" and other useful non intuitive artifacts that are Distinct Competitive advantages tactically and strategically.

Ended Applied Experiment Successfully with the Correct Call prior to 8-Sigma moves in 2020. 

At the Urging of others I began to apply AA to a Global Pallet of assets where sufficient data was available, (One at a time) and it became evident that it's applicability was far greater than I had comprehended, as I was focused on the S&P500 because of its depth, breadth, and Importance. With the new massive implications of what can be done, I  Stopped Publication, and went back to school for Computers to build Infrastructure necessary to execute on a Global Scale. After School, and Six months in the Field, I, purchased the Global Data Streams, and I am currently designing the System to execute this vision incrementally towards a final goal. The End Result will be as, if not more significant than my work thus far. 

Thank you for your time and Consideration.

Bob Klapetzky 

March 4th 2020 Stating Criticality Call BEFORE 8+ Sigma Event

2019 View from 30,000 feet above. CHINA CHINA CHINA

HIGHLY CONFIDENTIAL NOT TO BE SHARED EXCEPT BY PERMISSION OF AUTHOR

2019 View from 30,000 feet by ALPHAADDER. January 1st, 2019

CHINA  CHINA   CHINA AS IN FXI

The endogenous dynamic driving the markets currently as verified by current and previous Volatility Cluster originates from CHINA.


INFLECTION POINT:  2/13/19

INFLECTION POINT: 5/1/19

SUSCEPTIBLE TO EXOGENOUS EVENT:  9/2/19


NOW LETS LOOK AT USA S&P 500 IN ISOLATION BELOW

THE USA AND CHINA ARE IN LOCKSTEP.  THE DATES ARE NEARLY THE SAME.

Current Phase and Context S&P 500 from 30,000 feet above. Continuing the Wall of Worry, until,,,,,

Textbook Wall of Worry.  You've already forgotten being worried during those dips, haven't you.

As I told you before it started to happen, we are continuing to climb the Wall of Worry.  We dip, you think we are wrong, it turns around and goes back up.  Again, and Again.

As it stands now.  Potential end of cycle contracting Mid 2020. Still.

Activity between now and then either confirms this, or sets up new timing.  Importantly, either way, volatility remains auto-regressive until that time.  Further setting in Anchoring Behavior, and a stronger and stronger feedback loop. Double Edged Sword.

I am reading more and more negative prognostications about impending doom.  This is really healthy, and holds off the Six Sigma Event.  Counterintuitive.

Further;  The signals are NOT as well defined and clear as they were in 2007.  This has direct bearing on the size and distribution of the future event.  Signals in 2007 were terrifyingly clear. Not as much currently- A good thing.

Going forward.  Volatility- Yes.  Expected, and of a an expected degree, that will make you cringe, and question your resolve, but in the end, will be a continued  Climbing of the Wall of Worry with stopping points in the graph above.

If I continue publishing, I will do it without the timing component you have seen here.  It is a distinct competitive edge/advantage that I will no longer keep in any computer.  I am applying solely within my proprietary trading going forward.  If I continue to publish here, I will clarify Phase, and Context.
Current Phase/Context:  Self Organizing towards Criticality, and will become Susceptible to an exogenous event causing a large Volatility Event in the intermediate future.  We are nearing the end of this second record long market run.  Enjoy the Runup to the end-DO NOT GET ATTACHED.  DO NOT ANCHOR.  BE AGILE.  PROTECT YOUR BALANCE SHEET.  DO NOT FOOL YOURSELF INTO THINKING YOU KNOW WHAT THE UNFORSEEN EVENT WILL BE, THAT TRIGGERS THE CASCADE.
Cheers!
Bob K

The Hidden Hand of Contextual Temporal Value Systems, and Perceived Priorities

     6/27/2018 Wall of Worry.  Asset Prices Extended by many measures
Doesn't matter at this point, (for a while) Adam Smith's Hidden Hand
is in charge.  Asset Prices are Temporal, Contextual and based on
Perceived Priorities-Review 8/22/05 Entry
     People, AND NOW MACHINES, are being conditioned.  Everybody is riding the predictable churn of autoregressive behavior by the market.  As it always does, it will work, until it doesn't, Catostrophically.  Of course, the other side of the coin is the old admonition to Short Sellers; That the market can stay irrational longer than you can stay solvent.
     The dearth of liquidity is being caused by the increasing integration of A.I. into High Frequency Systems, and its corresponding increasing rapidity of stepping away from the market.  This increases frequency of "Flash Crashes", from which we recover.  My concern is what will happen the next time the System has again Self Organized to the point of Criticality, and is Susceptible to a Six Sigma Volatility event, and the Machine Firepower is potentially overwhelming combined with the normal endogenous phase transition forces.

Return to current Endogenous Dynamic Slope.

I CHALLENGE YOU:  IS THERE ANY OTHER ENTITY OUT THERE WITH THESE RESULTS?