A contract-based multi-agent market architecture where forecasts remain immutable, decisions are evaluated downstream, and execution is a separate object. This demo shows the frozen evidence—not a trading promise.
The architecture prevents a downstream policy choice from silently rewriting the original prediction.
Target, horizon, probability, issued-at, data-cutoff, model/strategy versions, hashes, lifecycle.
Consumes forecasts plus costs, risk, portfolio state, constraints, and policy. Independently attributable.
Execution artifact. Explicitly outside this historical-replay study; no live order path is enabled here.
Brier score is lower when probabilistic forecasts are better. The strongest positive finding is calibrated weighting vs equal-weight raw on the frozen crypto replay.
95% paired moving-block bootstrap intervals are entirely below zero for all three calibrated-vs-raw comparisons: BTC [−0.021891, −0.011495], ETH [−0.020824, −0.005867], SOL [−0.016465, −0.007784].
| Asset | Equal raw Brier | Calibrated Brier | Delta | 95% bootstrap |
|---|---|---|---|---|
| SPY | 0.256552 | 0.232693 | −0.023859 | crosses 0 |
| QQQ | 0.258656 | 0.234116 | −0.024540 | crosses 0 |
| GLD | 0.238877 | 0.234576 | −0.004301 | crosses 0 |
Directionally consistent point estimates, but not statistically robust in this smaller replication. The demo intentionally does not transform this into a cross-market superiority claim.
| Mechanism | Frozen result | Interpretation |
|---|---|---|
| Correlation penalty | No useful general gain | Negative result retained |
| Disagreement shrink | Supported small gain only for SOL | No general claim |
| Regime weighting | ETH slight gain · BTC worse · SOL inconclusive | Asset dependent |
| Shadow cold-start | Neutral | No benefit claimed |
| Volatility risk veto | No Decision/UOP benefit | Shows why Decision ≠ Forecast |
Release commit: b14f2feea0fa233851a774d6ebd295b63cde75c0
Evidence commit: 917dd82ed87a3470acfdb9175905ec7c8727c096
Evidence archive SHA256: 100484ffba683111622377703e836728817fd6cbb45f53d62e45a5a3766ece70
52,920 RESOLVED0 invalidated0 expired0 withdrawn0 integrity failures
RESEARCH EVIDENCE / HISTORICAL REPLAY / NO LIVE TRADING