{
  "id": "palimpsest-news:cross-layer",
  "slug": "cross-layer-lead-lag",
  "url": "https://palimpsest.info/news/cross-layer-lead-lag/",
  "signal_id": "cross-layer",
  "headline": "0 cross-layer relationships are confirmed across 9 eligible tests",
  "dek": "Pairs enter testing only after enough overlapping history exists; an empty test set is a warm-up state, not a null result.",
  "section": "command",
  "order": 5,
  "type": "methodology",
  "priority": "background",
  "status": "live",
  "published_at": "2026-08-24T15:55:45Z",
  "modified_at": "2026-08-24T15:55:45Z",
  "claim_fingerprint": "sha256:0f13b88ae8d9b076d69bf7a966d1b5bb3e51b6b80b8928661aba7a7996d0f4fc",
  "metric": {
    "label": "confirmed pairs",
    "value": 0,
    "unit": "count",
    "denominator": {
      "label": "pairs tested",
      "value": 9
    }
  },
  "claims": [
    {
      "type": "method",
      "statement": "0 cross-layer pairs are confirmed among 9 pairs with enough shared history to test."
    }
  ],
  "evidence": {
    "url": "https://palimpsest.info/readings/cross-layer-latest.json",
    "input": {
      "filename": "cross-layer-latest.json",
      "sha256": "c5da9221701a96d725f7a153d557e7dea71061676c63a02993b43b53a143c4d5",
      "bytes": 10602
    },
    "source_timestamp": "2026-08-24T15:55:45Z"
  },
  "method": {
    "summary": "each signal collapsed to a daily mean and DIFFERENCED (day-over-day change), then for every CROSS-layer pair the lag in [-7,7] days maximising |Pearson r|. Significance against a CIRCULAR-SHIFT null: one series is rotated against the other over every admissible offset (shifts within 7d of zero excluded), which preserves each series' own autocorrelation while destroying true alignment; p = (#{null >= observed}+1)/(n+1), exact and deterministic. Holm-Bonferroni step-down at alpha=0.05 across all pairs.",
    "version": 1
  },
  "limitations": [
    "Lead-lag association can establish temporal co-movement but cannot establish that one layer caused another."
  ],
  "related_signal_ids": [
    "forecast-ledger",
    "board-alarm"
  ]
}