Each edition made calls. The next one said what happened to them. Nothing gets quietly deleted.
Editions
To add an edition: save the page as editions/YYYY-MM-DD.html and add a row above. Newest first.
Running record
Every call across every edition, in one place. Update this when you grade each edition — it is the most persuasive page on the site precisely because it includes the misses.
| Edition | Hits | Partial | Misses |
|---|---|---|---|
| Sep 10 | 2 | 1 | 2 |
| Sep 13 | 2 | 1 | 1 |
| Sep 16 | 3 | 1 | 1 |
| Sep 20 | 1 | 1 | 1 |
| Sep 25 | 3 | 1 | 0 |
| Sep 28 | — | — | — |
| Total | 11 | 5 | 5 |
Sept 11: the brief said the CPI print hadn't moved the Fed calculus, off an early snapshot showing ~70% hike odds. By that afternoon they were ~87–90%.
Sept 13 and Sept 16: two editions running, the bearish scenario was weighted lowest and was the one that happened — the 10-year through 5%, AVGO breaking 350.24. Writing the right scenario and putting the smallest number on it is a miss, not a hit.
Sept 16, the bigger one: all three scenarios assumed hawkish dots meant lower equities. The Fed hiked, promised more — and the Nasdaq closed the week green. That outcome wasn't in any branch.
Sept 20, and now it's a pattern: every branch was built around oil, and the week was driven by a five-year-high PMI and a weak debt auction instead. Three editions running, the scenarios were built around the previous week's driver.
The fix shipped. From Edition 06 every scenario set carries a fourth branch — "the driver changes" — reserved for a variable that is not currently in the narrative. It will be wrong most weeks. It was the right answer three times in September.
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