CAIRO · Investment Intelligence

Signal Environment
Review

CAIRO B-Event Forensics · Q1 2026

Key findings

Five crises,
one pattern

GFC anomaly resolved The B-component spike in 2008-09 is confirmed structural, not a data artifact. P(B) peaked at 0.94 in Q4 2008.
2017-2019 elevated without break P(B) sustained above 0.65 for eleven consecutive quarters — the longest elevated period without a confirmed break event in the dataset.
Current period: mixed signal Nov 2025-May 2026 shows elevated delta(t) alongside suppressed mu(t). Regime is ambiguous; R(t) integration is the discriminating variable.

CAIRO REVIEW-1 · 1,734 weeks · QA: all green · Zero summing error

CAIRO Model

delta(t) — Structural drift Long-run mean reversion anchor. Moves slowly; drives regime transitions.
mu(t) — Momentum Medium-frequency signal. Currently suppressed below historical median.
B(t) — Break probability Elevated. 2017-2019 precedent suggests extended lead time before event.
R(t) — Recovery regime Newly integrated. Phase 3b complete.

CAIRO v3b · Snowflake INVESTMENT_MODEL · Weekly cadence