Capture Economic Curvature Signal primitive

[mdheller]

Thesis

Capture the screenshot thesis as a first-class Economic Prophet primitive: a governed economic curvature signal, not a standalone trading-bot concept.

The core mathematical framing is market/economic state as a constrained graph or bundle. Ordinary flat correlation is insufficient because economic state is shaped by venue, funding, margin, settlement, liquidity, policy, geography, contract, custody, and execution constraints. The candidate primitive is a curvature measurement over non-closing loops:

• covariant derivative: D_mu = partial_mu + A_mu
• connection: A_mu encodes structural dependency and constraint state
• curvature: F_munu = partial_mu A_nu - partial_nu A_mu + [A_mu, A_nu]

Interpretation: if two theoretically equivalent paths through the economy fail to close within expected tolerance, the non-zero curvature is a signal. In financial markets it may indicate arbitrage, liquidity stress, funding dislocation, stale pricing, or regime break. In SocioProphet it generalizes to economic coordination failure: supply-chain loops, invoice/payment loops, policy/compliance loops, capacity/demand loops, counterparty-risk loops, and capital-allocation loops.

Product boundary

This must remain a governed economic intelligence primitive. It is not investment advice by default and must not ship as an execution bot. It should emit explainable, replayable, policy-scoped evidence.

Proposed signal classes

• arbitrage_candidate
• liquidity_stress
• coordination_failure
• supply_chain_dislocation
• policy_inconsistency
• counterparty_risk_shift
• forecast_regime_break

Minimum receipt fields

• signal_id
• signal_class
• graph_snapshot_hash
• data_source_refs
• connection_model_version
• curvature_estimator_version
• loop_path
• expected_closure_value
• observed_closure_value
• residual
• confidence_interval
• friction_assumptions
• execution_feasibility or operational_feasibility
• policy_decision
• non_advice_disclaimer
• evidence_receipt_ref
• created_at

Architecture mapping

• Economic Prophet: computes economic curvature over asset, company, contract, supply-chain, geography, policy, and capital-flow graphs.
• profit-mpcc: supplies constrained optimization / MPC / portfolio-control primitives where relevant.
• Prophet Platform: provides identity, ingestion, model routing, policy, evidence ledger, replay, and receipt infrastructure.
• SocioProphet UI: renders loops, evidence, assumptions, confidence, and policy decisions as inspectable workroom artifacts.
• GAIA World Model: grounds curvature in real-world state: ports, routes, energy, weather, commodity flows, facilities, jurisdictions, and shocks.
• Sherlock/Holmes: search, explanation, narrative, and query surface for curvature events.
• Model Governance Ledger: estimator/model/version/provenance controls.
• AgentPlane: can act on a signal only when policy allows it and the receipt chain is complete.

Acceptance criteria

1. Add a design document: docs/design/economic-curvature-signal.md.
2. Add a JSON schema for EconomicCurvatureSignal with strict fields and RFC3339 timestamp validation.
3. Add at least one fixture: synthetic BTC/ETH/SPX/DXY/GOLD loop inspired by the screenshot, explicitly marked synthetic.
4. Add at least one non-financial fixture: supply-chain or invoice/payment loop with non-zero residual.
5. Add validation command and CI lane.
6. Cross-link to Prophet Platform evidence receipts and SocioProphet UI consumption contract.
7. State explicitly that signal output is advisory/intelligence only until separate policy-gated execution modules exist.

Non-goals

• No live trading.
• No investment advice.
• No claims of profitable alpha without backtest, costs, slippage, borrow/funding, venue constraints, and out-of-sample evidence.
• No decorative gauge-language without a defined graph, connection, curvature estimator, observables, and replay path.

Operator note

This issue captures the image-level thesis into the repository so it can be implemented as a durable primitive rather than remaining in chat context.