{
  "manifest_version": "1.0.0",
  "generated_at": "2026-05-01",
  "generated_by": "main-thread Opus during NEXUS COMMAND THv2 elevation; verified greps only, no fabricated entries",
  "memo_reference": "reports/math-coherence-memo-C-calibration-provenance-2026-05-01.md §3.3",
  "completeness": "engine/*.js definition sites comprehensive; api/cron/* + pages/* + tests/* enumerated for consumer references; tests use placeholder hashes (mh-v1, mh-test-001) not registered",
  "total_unique_definition_sites": 1057,
  "total_missing_definition_sites": 0,
  "_count_correction_2026_05_01": "Option J shipping turn discovered the prior counter (48) was off-by-one vs hashes[].length=49. The actual array has 43 pre-J entries + 6 Option-J entries (prescience / vanna-charm / pivot-recommender / structural-drag / garch / hmm). Counter updated 2026-05-01 in handoff-execution turn.",
  "_count_correction_2026_05_02": "B-1 lint drift sweep (Memo C runtime substrate lane, 2026-05-02) registered the 19 hash literals that lint --warn-only had surfaced as DRIFT (literal in source not in registry): cls-normalize / confidence-units / event-calendar / factor-library / fmp-factors / fmp-fund / horizon-banner / horizon-filter (v3) / insider-tape / market-clock-banner / page-hydrator / paper-driver-pyramid-lean / pead / reward-registry / risk-registry / score-consistency-banner / score-record-v3-migrate's V2_MIGRATION_METHODOLOGY_HASH sentinel / session-clock-NYSE / tier-normalize. All 19 grep-confirmed in source. 16 quarantined as methodology_status='pre_versioning_quarantine' with _unverified_drift=true; 3 promoted directly to 'versioned' (horizon-filter v3 + market-clock-banner + session-clock-NYSE + orchestrator-v2-flat-default-horizon-PRE-LANE-B3 sentinel — 4 actually; the latter is the documented v3-migration sentinel from score-record-v3-migrate.js Lane B2-extend). Delta: 49 → 68 registered hashes. Spec target was 49+16=65; lint surfaced 19 (3 newer drifts beyond the original 16 manifest count, all surfaced honestly).",
  "option_j_followup_lint_drifts_resolved": true,
  "methodology_registry_runtime": {
    "version": "2026-05-03-v3",
    "registered_count": 1057,
    "module_path": "engine/methodology-registry.js",
    "module_hash": "methodology-registry-2026-05-02-v1",
    "_note": "registered_count = 70: 49 pre-Memo-C-substrate-lane + 19 B-1 drift sweep + 2 substrate self-hashes (methodology-registry + provenance). Lookup-or-fail runtime gate at engine/cockpit-ledger-emit.js _resolveRegistry() consumes this module."
  },
  "provenance_runtime": {
    "version": "2026-05-02-v1",
    "module_path": "engine/provenance.js",
    "module_hash": "provenance-runtime-2026-05-02-v1",
    "composes_with": [
      "engine/methodology-registry.js",
      "engine/score-record-v3-migrate.js (delegates makeProvenance / assertProvenance / ProvenanceMismatchError)"
    ],
    "api_surface": [
      "makeEntry",
      "attach",
      "read",
      "assert",
      "validateChain",
      "freshnessCheck",
      "ProvenanceMismatchError"
    ]
  },
  "option_j_executed_at": "2026-05-01",
  "option_j_closed_at": "2026-05-01",
  "option_j_status": "CLOSED — all 8 in-scope handoff steps SHIPPED 2026-05-01 in NEXUS COMMAND Ultra continuation. Step 1 schema migration APPLIED to Supabase 2026-05-01 in v35-resume turn (Kadeem option A approval; mcp__supabase__apply_migration name=008_methodology_status_enum SUCCESS; sanity probe confirms 2 rows versioned / 0 pre_versioning_quarantine — 1 row honest delta vs memo prediction of 1, second row likely a post-CN production emit, both correctly versioned per runtime gate). Step 9 (Lane 32 calibration patch re-fit) remains deferred per spec (~30d post-fix data accumulation required).",
  "option_b_scheduled": "Weekly Monday 9am local check via scheduled-tasks MCP (thv2-option-b-trigger-watch); triggers when forecast-ledger resolved >= 1000 OR mean_brier > 0.30 OR unique_hashes = 1 (drift signal)",
  "handoff_remaining_j_steps": [
    "✅ 1. Schema migration APPLIED 2026-05-01 (v35-resume turn) — migrations/008_methodology_status_enum.sql ran via mcp__supabase__apply_migration name=008_methodology_status_enum on project qgakqvkjbdrojvhkbltx (Kadeem option A approval). methodology_status TEXT NOT NULL DEFAULT 'pre_versioning_quarantine' + CHECK enum (4 values) + index on (resolved_at IS NOT NULL) all live. Sanity probe (SELECT methodology_status, COUNT(*) GROUP BY): {versioned: 2, pre_versioning_quarantine: 0} — 2 versioned vs memo's predicted 1; honest delta means a second post-CN production emit slipped in between schema design + apply; both rows correctly classified by the backfill CASE.",
    "✅ 2. Runtime gate wired in engine/cockpit-ledger-emit.js — _resolveRegistry() + lookup-or-fail in buildPayload. PLACEHOLDER allowed. Unregistered hash → {ok:false, reason:'methodology_hash_unregistered', stage:'build', hash}. Deprecated → {reason:'methodology_hash_deprecated', replacement}. 17/17 vitest GREEN incl. 3 new gate tests.",
    "✅ 3. ESLint-style coverage rule shipped as scripts/lint-methodology-hash-coverage.js (script not plugin; fits existing audit-script convention). Exempt list documented inline (legacy/index/data-shell modules). --warn-only flag for soak.",
    "✅ 4. Predeploy script shipped at scripts/predeploy-methodology-coverage.js + wired into package.json predeploy chain BEFORE rigor-suite. Validates total_missing=0 + 0 deploy_blockers + structural integrity + duplicate detection. --strict mode adds naming-drift gate.",
    "✅ 5. META-CHARTER §41 doctrine appended (~280 lines: §41.1-§41.11 mandate + lifecycle + runtime gate + predeploy gate + canonical categories + cross-charter applicability + honesty contract + falsifiability). Adds AP-11 + AP-12 to anti-pattern register (silent formula change + formula source unpinned).",
    "✅ 6. /options-flow banner shipped: pre-2026-05-01 charm quarantine note citing Hull §19.7 + active hash + manifest link.",
    "✅ 7. /pivot-recommender banner shipped: SAFETY-CRITICAL leveraged-ETF coverage floor notice citing Cheng-Madhavan 2009 + Avellaneda-Zhang 2010 + active hash + manifest link.",
    "✅ 8. /historical-returns banner shipped: blanket pre-versioning quarantine notice + manifest link + cohort-filter explanation.",
    "⏳ 9. Lane 32 calibration patch re-fit DEFERRED — requires ~30d post-fix data accumulation; tracked separately. Re-evaluate at 2026-05-31."
  ],
  "historical_gap_resolution_record": "The missing_definition_sites array below preserves the original P0/P1 gap audit findings as the historical record of what Option J resolved. Each entry's proposed_hash is now in the registry hashes[] array with verified=true. Coverage check at scripts/predeploy-methodology-coverage.js asserts total_missing_definition_sites=0 (the canonical zero counter); the array below is a backward-looking ledger.",
  "categories_distribution": {
    "tax": 5,
    "other": 508,
    "backtest": 18,
    "score": 34,
    "calibration": 50,
    "factor": 130,
    "evidence": 67,
    "horizon": 17,
    "journal": 5,
    "regime": 29,
    "vol": 42,
    "risk": 81,
    "sizing": 27,
    "forecast": 37,
    "charm": 7
  },
  "hashes": [
    {
      "hash": "tax-loc-2026-04-28-v1",
      "category": "tax",
      "file": "engine/asset-location-optimizer.js",
      "line": 55,
      "verified": true
    },
    {
      "hash": "tax-sizing-2026-04-28-v1",
      "category": "tax",
      "file": "engine/tax-aware-sizing.js",
      "line": 46,
      "verified": true
    },
    {
      "hash": "tax-lot-optimizer-hifo-lifo-fifo-2026-05-03-v1",
      "category": "other",
      "file": "engine/tax-lot-optimizer.js",
      "line": 1,
      "verified": true
    },
    {
      "hash": "math-audit-phase-1-2-closure-2026-05-07-v1",
      "category": "other",
      "file": "reports/math-audit-2026-05-07.md",
      "line": 1,
      "verified": true
    },
    {
      "hash": "kunsch-mbb-block-bootstrap-2026-05-07-v1",
      "category": "other",
      "file": "engine/kunsch-mbb.js",
      "line": 1,
      "verified": true
    },
    {
      "hash": "tax-lot-action-cell-ui-2026-05-07-v1",
      "category": "other",
      "file": "app.js",
      "line": 3580,
      "verified": true
    },
    {
      "hash": "quadrifecta-disclosure-2026-04-30-v1",
      "category": "backtest",
      "file": "engine/backtest/disclosure.js",
      "line": 24,
      "verified": true
    },
    {
      "hash": "multi-rail-tier1-2026-04-30-v1",
      "category": "backtest",
      "file": "engine/backtest/multi-rail-tier1.js",
      "line": 65,
      "verified": true
    },
    {
      "hash": "backtest-statistics-2026-04-30-v1",
      "category": "backtest",
      "file": "engine/backtest/statistics.js",
      "line": 45,
      "verified": true
    },
    {
      "hash": "stress-scenarios-lean-2026-04-30-v1",
      "category": "backtest",
      "file": "engine/backtest/stress-scenarios-lean.js",
      "line": 50,
      "verified": true
    },
    {
      "hash": "best-actions-now-2026-04-28-v1",
      "category": "score",
      "file": "engine/best-actions-now.js",
      "line": 92,
      "verified": true
    },
    {
      "hash": "market-pulse-2026-04-30-v1",
      "category": "score",
      "file": "engine/market-pulse.js",
      "line": 26,
      "verified": true
    },
    {
      "hash": "ns-2026-04-28-v1",
      "category": "score",
      "file": "engine/north-star-objective.js",
      "line": 44,
      "verified": true
    },
    {
      "hash": "nstar-risk-adj-2026-04-28-v1",
      "category": "score",
      "file": "engine/north-star-risk-adjusted.js",
      "line": 40,
      "verified": true
    },
    {
      "hash": "orchestrator-batch-2026-04-30-v1",
      "category": "score",
      "file": "engine/orchestrator-batch.js",
      "line": 45,
      "verified": true
    },
    {
      "hash": "score-consistency-2026-04-29-v1",
      "category": "score",
      "file": "engine/score-consistency.js",
      "line": 117,
      "verified": true
    },
    {
      "hash": "pivot-recommender-2026-05-01-cheng-madhavan-2009-v1",
      "category": "score",
      "file": "engine/pivot-recommender.js",
      "line": 35,
      "verified": true
    },
    {
      "hash": "cal-applier-2026-04-28-v1",
      "category": "calibration",
      "file": "engine/calibration-applier.js",
      "line": 74,
      "verified": true
    },
    {
      "hash": "cal-refresh-2026-04-29-v2",
      "category": "calibration",
      "file": "engine/calibration-refresh.js",
      "line": 29,
      "verified": true
    },
    {
      "hash": "factor-composite-2026-04-29-v1",
      "category": "factor",
      "file": "engine/factor-composite.js",
      "line": 32,
      "verified": true
    },
    {
      "hash": "factor-crowding-monitor-2026-04-29-v1",
      "category": "factor",
      "file": "engine/factor-crowding-monitor.js",
      "line": 41,
      "verified": true
    },
    {
      "hash": "mi-pruning-2026-04-30-v1",
      "category": "factor",
      "file": "engine/factor-mi-registry.js",
      "line": 25,
      "verified": true
    },
    {
      "hash": "roll-spread-v1-2026-04-29",
      "category": "factor",
      "file": "engine/factor-roll-spread.js",
      "line": 35,
      "verified": true
    },
    {
      "hash": "weekly-reversal-v1-2026-04-29",
      "category": "factor",
      "file": "engine/factor-weekly-reversal.js",
      "line": 34,
      "verified": true
    },
    {
      "hash": "historical-returns-2026-04-29-v1",
      "category": "evidence",
      "file": "engine/historical-returns.js",
      "line": 52,
      "verified": true
    },
    {
      "hash": "mosaic-strength-2026-04-29-v1",
      "category": "evidence",
      "file": "engine/mosaic-strength.js",
      "line": 101,
      "verified": true
    },
    {
      "hash": "news-classifier-browser-2026-04-29-v1",
      "category": "evidence",
      "file": "engine/news-classifier-browser.js",
      "line": 24,
      "verified": true
    },
    {
      "hash": "horizon-filter-2026-04-30-v2",
      "category": "horizon",
      "file": "engine/horizon-filter.js",
      "line": 50,
      "verified": true
    },
    {
      "hash": "horizon-matrix-2026-04-30-v1",
      "category": "horizon",
      "file": "engine/horizon-matrix.js",
      "line": 33,
      "verified": true
    },
    {
      "hash": "mh-ranker-2026-04-28-v1",
      "category": "horizon",
      "file": "engine/multi-horizon-ranker.js",
      "line": 14,
      "verified": true
    },
    {
      "hash": "mh-2026-04-29-v2",
      "category": "horizon",
      "file": "engine/multi-horizon.js",
      "line": 49,
      "verified": true
    },
    {
      "hash": "thv2-journal-2026-04-29-v1",
      "category": "journal",
      "file": "engine/journal.js",
      "line": 45,
      "verified": true
    },
    {
      "hash": "thv2-trade-journal-2026-04-29-v1",
      "category": "journal",
      "file": "engine/trade-journal.js",
      "line": 68,
      "verified": true
    },
    {
      "hash": "lcg-broadcaster-2026-04-30-v1",
      "category": "regime",
      "file": "engine/lcg-broadcaster.js",
      "line": 86,
      "verified": true
    },
    {
      "hash": "lcg-hysteresis-fsm-2026-04-30-v1",
      "category": "regime",
      "file": "engine/lcg-hysteresis-fsm.js",
      "line": 63,
      "verified": true
    },
    {
      "hash": "lcg-ood-detector-2026-04-30-v1",
      "category": "regime",
      "file": "engine/lcg-ood-detector.js",
      "line": 52,
      "verified": true
    },
    {
      "hash": "hmm-2026-05-01-rabiner-vid-v1",
      "category": "regime",
      "file": "engine/hmm.js",
      "line": 40,
      "verified": true
    },
    {
      "hash": "lcg-dcc-garch-2026-04-30-v1",
      "category": "vol",
      "file": "engine/lcg-dcc-garch.js",
      "line": 57,
      "verified": true
    },
    {
      "hash": "net-outcome-2026-04-29-v1",
      "category": "vol",
      "file": "engine/net-outcome.js",
      "line": 33,
      "verified": true
    },
    {
      "hash": "vpc-2026-04-28-v1",
      "category": "vol",
      "file": "engine/vol-profile-cluster.js",
      "line": 17,
      "verified": true
    },
    {
      "hash": "structural-drag-2026-05-01-v1",
      "category": "vol",
      "file": "engine/structural-drag.js",
      "line": 49,
      "verified": true
    },
    {
      "hash": "garch-2026-05-01-v1",
      "category": "vol",
      "file": "engine/garch.js",
      "line": 40,
      "verified": true
    },
    {
      "hash": "opt-2026-04-28-v1",
      "category": "risk",
      "file": "engine/portfolio-optimizer.js",
      "line": 48,
      "verified": true
    },
    {
      "hash": "whatif-2026-04-28-v1",
      "category": "risk",
      "file": "engine/whatif-preview.js",
      "line": 39,
      "verified": true
    },
    {
      "hash": "crypto-k-op-adaptive-2026-04-30-v1",
      "category": "sizing",
      "file": "engine/sizing/crypto-k-op-adaptive.js",
      "line": 93,
      "verified": true
    },
    {
      "hash": "k-op-adaptive-2026-04-30-v1",
      "category": "sizing",
      "file": "engine/sizing/k-op-adaptive.js",
      "line": 63,
      "verified": true
    },
    {
      "hash": "replay-bars-2026-04-29-v1",
      "category": "other",
      "file": "engine/replay-bars.js",
      "line": 26,
      "verified": true
    },
    {
      "hash": "research-validation-2026-04-29-v1",
      "category": "other",
      "file": "engine/research-validation.js",
      "line": 52,
      "verified": true
    },
    {
      "hash": "score-record-read-2026-05-01",
      "category": "other",
      "file": "engine/score-record-read.js",
      "line": 45,
      "verified": true
    },
    {
      "hash": "tier-per-horizon-conservative-min-2026-05-01-v1",
      "category": "other",
      "file": "data/schema.js",
      "line": 138,
      "verified": true
    },
    {
      "hash": "tier-classifier-coherence-fix-2026-05-08-v1",
      "category": "other",
      "file": "data/schema.js",
      "line": 165,
      "verified": true
    },
    {
      "hash": "coinmetrics-client-2026-05-07-v1",
      "category": "other",
      "file": "engine/coinmetrics-client.js",
      "line": 34,
      "verified": true
    },
    {
      "hash": "glassnode-client-2026-05-07-v1",
      "category": "other",
      "file": "engine/glassnode-client.js",
      "line": 37,
      "verified": true
    },
    {
      "hash": "macro-event-calendar-2026-05-07-v2",
      "category": "other",
      "file": "engine/macro-event-calendar.js",
      "line": 37,
      "verified": true
    },
    {
      "hash": "confluence-sizing-recommendation-action-cards-2026-05-07-v1",
      "category": "other",
      "file": "engine/signal-confluence.js",
      "line": 271,
      "verified": true
    },
    {
      "hash": "term-structure-2026-04-30-v1",
      "category": "other",
      "file": "engine/term-structure-payload.js",
      "line": 34,
      "verified": true
    },
    {
      "hash": "crypto-sub-book-2026-04-29-v1",
      "category": "other",
      "file": "engine/crypto-sub-book.js",
      "line": 351,
      "verified": true
    },
    {
      "hash": "forecast-gbm-class-aware-2026-04-29-v1",
      "category": "forecast",
      "file": "engine/prescience.js",
      "line": 39,
      "verified": true
    },
    {
      "hash": "vanna-charm-2026-05-01-hull-19-7-v1",
      "category": "charm",
      "file": "engine/vanna-charm.js",
      "line": 37,
      "verified": true
    },
    {
      "hash": "cls-normalize-2026-04-29-v1",
      "category": "other",
      "file": "engine/cls-normalize.js",
      "line": 132,
      "verified": true
    },
    {
      "hash": "confidence-units-2026-04-29-v1",
      "category": "other",
      "file": "engine/confidence-units.js",
      "line": 78,
      "verified": true
    },
    {
      "hash": "event-calendar-2026-04-28-v1",
      "category": "evidence",
      "file": "engine/event-calendar.js",
      "line": 72,
      "verified": true
    },
    {
      "hash": "factor-library-2026-05-02-v1",
      "category": "factor",
      "file": "engine/factor-library.js",
      "line": 31,
      "verified": true
    },
    {
      "hash": "fmp-factors-2026-04-29-v1",
      "category": "factor",
      "file": "engine/factors-fundamental.js",
      "line": 210,
      "verified": true
    },
    {
      "hash": "fmp-fund-2026-04-29-v1",
      "category": "factor",
      "file": "engine/fmp-fundamentals.js",
      "line": 40,
      "verified": true
    },
    {
      "hash": "horizon-banner-2026-05-01",
      "category": "horizon",
      "file": "engine/horizon-banner.js",
      "line": 27,
      "verified": true
    },
    {
      "hash": "horizon-filter-2026-05-01-v3",
      "category": "horizon",
      "file": "engine/horizon-filter.js",
      "line": 50,
      "verified": true
    },
    {
      "hash": "insider-tape-2026-04-29-v1",
      "category": "evidence",
      "file": "engine/insider-tape.js",
      "line": 36,
      "verified": true
    },
    {
      "hash": "market-clock-banner-2026-05-01-v1",
      "category": "horizon",
      "file": "engine/market-clock-banner.js",
      "line": 38,
      "verified": true
    },
    {
      "hash": "page-hydrator-2026-05-02-v1",
      "category": "other",
      "file": "engine/page-hydrator.js",
      "line": 48,
      "verified": true
    },
    {
      "hash": "paper-driver-pyramid-lean-2026-04-30-v1",
      "category": "sizing",
      "file": "engine/paperTradingDriver.js",
      "line": 181,
      "verified": true
    },
    {
      "hash": "pead-2026-04-28-v1",
      "category": "factor",
      "file": "engine/pead.js",
      "line": 74,
      "verified": true
    },
    {
      "hash": "reward-registry-2026-04-29-v1",
      "category": "risk",
      "file": "engine/reward-registry.js",
      "line": 265,
      "verified": true
    },
    {
      "hash": "risk-registry-2026-04-29-v1",
      "category": "risk",
      "file": "engine/risk-registry.js",
      "line": 319,
      "verified": true
    },
    {
      "hash": "score-consistency-banner-2026-04-29-v1",
      "category": "score",
      "file": "engine/score-consistency-banner.js",
      "line": 192,
      "verified": true
    },
    {
      "hash": "orchestrator-v2-flat-default-horizon-PRE-LANE-B3",
      "category": "other",
      "file": "engine/score-record-v3-migrate.js",
      "line": 159,
      "verified": true
    },
    {
      "hash": "session-clock-NYSE-2026-05-01-v1",
      "category": "horizon",
      "file": "engine/session-clock.js",
      "line": 693,
      "verified": true
    },
    {
      "hash": "gap-premium-french-roll-1986-variance-additive-2026-05-03-v2",
      "category": "horizon",
      "file": "engine/orchestrator.js",
      "line": 681,
      "verified": true
    },
    {
      "hash": "tier-normalize-2026-04-29-v1",
      "category": "other",
      "file": "engine/tier-normalize.js",
      "line": 111,
      "verified": true
    },
    {
      "hash": "options-edge-universe-rank-2026-05-03-v1",
      "category": "sizing",
      "file": "engine/options-edge.js",
      "line": 1,
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      "file": "engine/slippage.js",
      "line": 6,
      "verified": true
    },
    {
      "hash": "slippage-accrual-io-2026-07-05-v1",
      "category": "evidence",
      "file": "api/_lib/slippage-accrual.js",
      "line": 6,
      "verified": true
    },
    {
      "hash": "venue-integrity-crypto-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/venue-integrity.js",
      "line": 93,
      "verified": true
    },
    {
      "hash": "auto-audit-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/auto-audit.js",
      "line": 10,
      "verified": true
    },
    {
      "hash": "auto-audit-io-2026-07-05-v1",
      "category": "evidence",
      "file": "api/_lib/auto-audit-io.js",
      "line": 9,
      "verified": true
    },
    {
      "hash": "position-lifecycle-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/position-lifecycle.js",
      "line": 108,
      "verified": true
    },
    {
      "hash": "exit-policy-2026-07-05-v1",
      "category": "other",
      "file": "engine/position-lifecycle.js",
      "line": 109,
      "verified": true
    },
    {
      "hash": "position-lifecycle-fold-2026-07-05-v1",
      "category": "evidence",
      "file": "api/_lib/position-lifecycle-io.js",
      "line": 13,
      "verified": true
    },
    {
      "hash": "auto-stage-conviction-gate-2026-07-05-v5",
      "category": "risk",
      "file": "engine/auto-stage.js",
      "line": 5,
      "verified": true
    },
    {
      "hash": "event-intake-io-earnings-print-2026-07-05-v1",
      "category": "evidence",
      "file": "api/_lib/event-intake-io.js",
      "line": 266,
      "verified": true
    },
    {
      "hash": "horizon-coherence-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/horizon-coherence.js",
      "line": 2,
      "verified": true
    },
    {
      "hash": "shadow-book-2026-07-05-v2",
      "category": "evidence",
      "file": "engine/shadow-book.js",
      "line": 154,
      "verified": true
    },
    {
      "hash": "sizing-policy-ivol-2026-07-05-v1",
      "category": "other",
      "file": "engine/shadow-book.js",
      "line": 155,
      "verified": true
    },
    {
      "hash": "shadow-book-fold-2026-07-05-v2",
      "category": "evidence",
      "file": "api/_lib/shadow-book-io.js",
      "line": 57,
      "verified": true
    },
    {
      "hash": "block-bootstrap-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/block-bootstrap.js",
      "line": 2,
      "verified": true
    },
    {
      "hash": "policy-replay-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/policy-replay.js",
      "line": 8,
      "verified": true
    },
    {
      "hash": "stress-harness-2026-07-05-v1",
      "category": "evidence",
      "file": "engine/stress-harness.js",
      "line": 6,
      "verified": true
    },
    {
      "hash": "sizing-vol-input-live-2026-07-12-v1",
      "category": "evidence",
      "file": "engine/sizing-vol-shadow.js",
      "line": 24,
      "verified": true
    },
    {
      "hash": "methodology-registry-2026-05-02-v1",
      "category": "other",
      "file": "engine/methodology-registry.js",
      "line": 1,
      "verified": true
    }
  ],
  "missing_definition_sites": [],
  "historical_gaps_resolved_2026_05_01": [
    {
      "engine_file": "engine/prescience.js",
      "severity": "P0_CRITICAL",
      "reason": "Canonical forecast engine producing probUp + expectedMovePct + horizon GBM math. ZERO methodology_hash in entire 815-line file. All probUp values flowing through orchestrator → calibration applier → forecast ledger are version-unpinned at the formula source.",
      "proposed_hash": "forecast-gbm-class-aware-2026-04-29-v1",
      "formula_summary": "GBM forecast with bar-cadence detection + per-class profile (volScale/lambdaWeeks/ceilDayPct/marketDaysYr/structuralDriftAnnual/volDragMult) + per-ticker leverage drag overrides + Ornstein-Uhlenbeck horizon damping + leveraged-ETF Itô compounding adjustment. Uses logReturns + sample-stdev winsorized vol.",
      "blocks_memo": [
        "A: primitives audit",
        "B: multi-horizon refactor",
        "C: registry coverage"
      ]
    },
    {
      "engine_file": "engine/vanna-charm.js",
      "severity": "P0_CRITICAL",
      "reason": "v31 Sprint 3b 2026-05-01 fixed the charm formula sign per Hull §19.7 (was wrong in prod for unknown duration). Engine math changed; methodology hash NEVER existed AND was never bumped on the fix. Forecasts produced before 2026-05-01 vs after are non-comparable.",
      "proposed_hash": "vanna-charm-2026-05-01-hull-19-7-v1",
      "deprecated_predecessor": "WAS_UNVERSIONED_pre_2026-05-01_charm_sign_wrong",
      "blocks_memo": [
        "A: primitives audit",
        "C: registry coverage"
      ]
    },
    {
      "engine_file": "engine/structural-drag.js",
      "severity": "P1_HIGH",
      "reason": "v31 Sprint 3b 2026-05-01 re-derived riskRewardScore (was conceptually wrong — logistic of drift/drag mapped low-drift to ~50 regardless of drag) + canonical -0 → +0 normalization. Math changed; no hash before; no hash after.",
      "proposed_hash": "structural-drag-2026-05-01-v1"
    },
    {
      "engine_file": "engine/garch.js",
      "severity": "P1_HIGH",
      "reason": "v31 Sprint 3b 2026-05-01 fixed fit() returning fabricated near-machine-epsilon omega on flat input (honesty contract violation — would have shown phantom volatility on degenerate inputs). Math behavior changed; no hash before; no hash after.",
      "proposed_hash": "garch-2026-05-01-v1"
    },
    {
      "engine_file": "engine/hmm.js",
      "severity": "P1_HIGH",
      "reason": "v31 Sprint 3b 2026-05-01 fixed absorbing-state guard (relaxed to p ≥ 1−1e-9) + baumWelch local-min trap via stronger asymmetric init (Rabiner 1989 §VI.D). Regime detection output changed.",
      "proposed_hash": "hmm-2026-05-01-rabiner-vid-v1"
    },
    {
      "engine_file": "engine/pivot-recommender.js",
      "severity": "P0_SAFETY_CRITICAL",
      "reason": "v31 Sprint 3b 2026-05-01 SAFETY-CRITICAL fix: pivotCoverageFloor 0.5→1.0 + watchCoverageFloor 0.33→0.67 for CONDITIONAL leveraged-ETF tier (NFLX→NFXL, QQQ→TQQQ, GOOGL→GOOL). Real money at risk; vol-drag dominates leveraged once any guard breaks. Recommendations produced before 2026-05-01 used unsafe floors.",
      "proposed_hash": "pivot-recommender-2026-05-01-cheng-madhavan-2009-v1",
      "cited_in": [
        "Cheng-Madhavan 2009",
        "Avellaneda-Zhang 2010"
      ]
    }
  ],
  "naming_convention_drift": [
    "Most hashes use suffix convention: <scope>-YYYY-MM-DD-vN",
    "But 2 engines use prefix: roll-spread-v1-2026-04-29 + weekly-reversal-v1-2026-04-29",
    "1 engine missing -vN: score-record-read-2026-05-01",
    "Tests use placeholder hashes: mh-v1 / mh-canonical-v3 / mh-test-001 / engine-v1 / fake-v1 / sg-v1 / commentary-v1 — not registry candidates",
    "Recommend canonicalize via registry as <scope>-YYYY-MM-DD-vN pattern; flag others as drift"
  ],
  "audit_findings_summary": [
    "🔴 P0: prescience.js (canonical forecast engine) has ZERO methodology hash — every probUp THv2 has ever produced is version-unpinned",
    "🔴 P0: vanna-charm.js had a math-CORRECTNESS bug fixed 2026-05-01 with no hash bump — historical options-flow data is suspect",
    "🟠 P0-safety: pivot-recommender.js had a safety-critical floor change 2026-05-01 with no hash bump — recommendations made before that date used unsafe floors",
    "🟡 P1: structural-drag, garch, hmm all had v31 fixes without hash bumps",
    "🟢 42 engines correctly publish METHODOLOGY_HASH module constant",
    "🟢 cal-applier-2026-04-28-v1 + net-outcome-2026-04-29-v1 + mosaic-strength-2026-04-29-v1 all have rigorous formula+citation+units metadata",
    "Deploy-blocker count for Memo C completion: 6 missing hashes need to be created + applied before registry can claim coverage"
  ],
  "_regenerated_at_2026_05_03": "v48 + v48-Q-RATIFY combined-wave deploy preflight; regenerated from engine/methodology-registry.js listAll() to capture 34 new hashes from this session. Composes with predeploy:methodology-drift-guard.",
  "_regenerated_at_regen_script": "regen-methodology-manifest.js run 2026-07-13; methodology-manifest-regen-2026-05-03-v1; entries=1057 (was 1057)"
}