Datasets and systematic testing
A transparent, auditable showcase of the data structures, multi-timeframe behavioral footprints, and historical validation logs driving the SRBMPR research framework.
Structured behavioral data architecture
Our empirical research relies on structured behavioral containers that catalog critical pivot events across multi-timeframe market cycles. By mapping monthly structural anchors alongside weekly and daily behavioral footprints—spanning historical records from 2010 to 2025—each market turn is systematically deconstructed into verifiable sequence dates, directional triggers, and objective structural boundaries.
Empirical backtesting and validation logs
SRBMPR evaluates market psychology models through rigorous, rule-based historical testing rather than speculative sentiment. Every behavioral hypothesis is tested against predetermined target and invalidation thresholds across extended market regimes, yielding comprehensive execution logs that establish measurable hit rates, drawdown profiles, and structural persistence across changing liquidity environments.
Temporal duration and cycle intervals
Beyond price levels, our research measures chronological intervals between psychological reaction states. Through continuous tracking of interval durations (from 25-day rapid shifts to extended multi-month transitions), the SRBMPR model documents how participant consensus forms, decays, and re-emerges across market regimes. Researchers and technical teams are invited to examine these auditable logs to review methodology and underlying behavioral dynamics.
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