Research Preview

The Vinyl Terminal.

Of 246 (US metro × economic indicator × forecast horizon) configurations the platform tracks, seven cells survive every audit we’ve published. These seven are the only forecasts Vinyl makes claims about.

The 7 ROBUST cells (5-audit certified)

Metro	Target	Horizon	Excess skill	5th-audit class
Seattle	Home Price Index	3mo	+0.186	FEATURE_DRIVEN
Seattle	Home Price Index	6mo	+0.120	FEATURE_DRIVEN
Seattle	Home Price Index	12mo	+0.196	FEATURE_DRIVEN
San Francisco	Home Price Index	6mo	+0.168	FEATURE_DRIVEN
San Francisco	Home Price Index	12mo	+0.215	FEATURE_DRIVEN
Chicago	Home Price Index	3mo	+0.179	MODEL_INVARIANT
NYC	Consumer Sentiment	12mo	+0.178	FEATURE_DRIVEN

Six cells are FEATURE_DRIVEN — the signal lives in Vinyl’s behavioral-intent features, not target autocorrelation. One cell — Chicago HPI 3-month — is MODEL_INVARIANT, meaning the signal exists in both features and target dynamics. It is the most algorithmically robust claim in the fleet.

The 5-audit chain

1. Shuffle-target placebo null (n=30, n=100 stress)

For each cell, run the same Ridge regression with target labels shuffled to break the real signal. Cell only counts if real skill exceeds the placebo distribution.

2. Triple gate

Cell must satisfy all three: excess_skill ≥ 0.10 AND real > placebo_max AND p_placebo < 0.05.

3. Training-cutoff invariance

Re-run with MIN_TRAIN_MONTHS ∈ {36, 48, 60}. Cell must remain robust at all three cutoffs.

4. Walk-forward target-leak audit

Verify training slice is strictly [0, t-h) for every forecast point. No information from after the prediction horizon enters the training set.

5. Model-choice invariance

Re-run AutoARIMA / AutoETS / Theta on the same target with the same placebo framework. FEATURE_DRIVEN = signal lives in Vinyl's behavioral features. MODEL_INVARIANT = signal exists in both features and target dynamics.

Interactive terminal — Phase 1.5

The full interactive Vinyl Terminal — placebo distribution plots, per-cell drill-down, walk-forward residual analysis, CSV / JSON exports — is shipping next as a hosted research dashboard. Institutional reviewers get early access; request access here.

PATENT PENDING
U.S. Provisional Patent Application #64/036,058 — Filed April 11, 2026
U.S. Provisional Patent Application #64/039,438 — Filed April 14, 2026