Retrospective Analysis · Not Forward Predictions
Historical SIGMA Backtesting
SIGMA Engine v5.0 applied retroactively to historical crisis data. Shows what the model would have signaled — with what lead time — before major financial events.
⚠ Retrospective · Not Real Predictions · For Real Forward Predictions: /track-record
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Lehman Brothers Collapse & Global Financial Crisis
2007–2009 · BANKING-CRISIS · CATASTROPHIC
The collapse of Lehman Brothers triggered the worst global financial crisis since 1929. Subprime mortgage losses cascaded through interconnected financial institutions via derivatives exposure that regulators and rating agencies systematically underestimated.
SIGMA at Peak
94/100
Hurst at Peak
0.83
R₀ Contagion
2.7
Minsky Phase
PONZI
EWS Lead Time
185d
Retroactive SIGMA Trajectory → Peak Event
⚠ EWS ACTIVATED: 2008-03-14(185d before peak)
-365d
52
-270d
61
-180d
71
-90d
78
-60d
82
-30d
87
▶ PEAK
94
T-12 months
48
T-6 months
67
T-3 months
78
T-1 month
87
At Peak
94
Official Assessment (at time)
S&P rated Lehman A+ in June 2008. IMF forecast 1.9% US growth for 2009.
SIGMA Retroactive Signal
COLLAPSE regime flagged March 2008 — 185 days before bankruptcy
Real Forward Predictions
This is retrospective analysis. Real SHA256-anchored predictions are generated daily and verified automatically.