Buy-the-dip claims in a tariff regime: the event study needs its register

A dated correction withdraws unsupported dip-event returns and stopout rates while retaining a proposed evidence log.

What changed in this article

Editorial correction · 9 September 2026. The original article was published on 18 February 2026 and presented a tariff/macro “buy-the-dip” event study with 184 SPY events, two regime cohorts, modeled stopouts and a three-entry QQQ example. The page provides no event register, regime-coding file, price rows, entry/stop timestamps, friction calculation or benchmark output. Every numerical performance claim is withdrawn rather than recomputed from a current data feed. The original URL and publication date remain unchanged.

This is an evidence correction, not a current market call or individualized trading guidance.

The policy context is not the dip study

The dated primary records are useful for defining a policy-event window, but they do not supply the article’s event sample:

Record	Dated fact	Boundary
Supreme Court opinion, 20 February 2026	The Court issued the tariff-authority opinion.	A legal opinion is not a SPY/QQQ price series or a regime label.
Executive Order 14389, 20 February 2026	The order addresses certain IEEPA-based tariff actions and distinguishes the separate surcharge.	It does not define which daily price observations belong in a dip cohort.
Proclamation 11012, 20 February 2026	The proclamation sets a temporary 10% import surcharge with a stated effective date of 24 February.	The effective date alone does not establish a realized return, stopout or causal path.
Federal Register notice, published 25 February with 24 February effective date	The publication and effective dates are recorded separately.	Publication/effectiveness is not a substitute for an event-level market register.

Claim disposition

The N=184 SPY event count and 2013–2026 window are withdrawn because the qualifying daily rows and deduplication rule are not supplied.
The N=46 tariff/macro cohort, N=55 benign cohort and remaining cohort are withdrawn because the regime definitions, policy-event map and membership file are not supplied.
The +2.63%/+2.93% gross returns, +0.82%/+1.94% net returns, 34.8%/14.5% stopout rates, adverse-excursion figures and modeled friction results are withdrawn because entry, exit, stop, cost and benchmark calculations are not supplied.
The N=3 January 2026 QQQ example and its −2.46% result are withdrawn because the price rows, signal timestamps and hold convention are not supplied.
The causal diagram, influencer-crowding assertions and numerical sizing/threshold checklist are not retained as findings. A plausible mechanism is not evidence that this page measured it.

No replacement return, hit rate or regime conclusion is published.

A reproducible evidence log

To test a dated dip question later, freeze the instrument, venue, currency, adjusted/unadjusted price field and timezone; publish every qualifying date and daily row; define event threshold and de-duplication; identify the policy document and status for each regime label; record entry time, stop, exit horizon, fees, slippage and benchmark; and publish the full calculation output. Keep a pre-event classification separate from later policy knowledge.

The original source links can remain as background context, but a context article or landing page cannot stand in for the missing event register.

Original publication: 18 February 2026. Correction: 9 September 2026. AI-assisted source checking and writing; no independent human expert review. This page is educational market research, not personalized investment advice.