scope: V1.5 follow-up paper deferred experiments E2 and E7 only; does NOT apply retroactively to V1 paper


scope: V2.8.2 wash-filter TOST equivalence test on V1-M Polymarket cohort (Sirolly-adapted); applies to wash-filter sensitivity analysis only, NOT retroactively to V2.8.2 unfiltered Path D run


scope: CME V0.2 walk-forward backtest of constraint-projection signals on Polymarket; 90-day window; H1 = net Sharpe > 0.5 vs permutation null; H2 = mean daily executable PnL < $1,000; methodology frozen at commit 8616a63 from 2026-04-28

title_as_filed: CME V0.2 backtest: 90-day walk-forward on Polymarket constraint-projection signals

decision_rule_frozen_ex_ante: H1 PASS = publish positive + ship Trader (subject to CFTC CTA legal review); H1 FAIL with positive Sharpe = publish mixed + Researcher only as research-data; H1 FAIL with negative Sharpe = publish negative + kill Trader + focus Enterprise/compliance


filer_name: Gianlorenzo Ranieri

filer_role: Founder, Convexly Research

title_as_filed: Comment on Advance Notice of Proposed Rulemaking on Prediction Markets

scope: Recommends probability-axiom-feasible price coherence as a regulatory transparency standard for CFTC-supervised prediction-market platforms (Polymarket US DCM + Kalshi); cites V2.8.2 negative-result paper, IMDEA Saguillo et al. 2025 ($39.6M arbitrage finding), Pennock-Lahaie-Kroer LCMM lineage; references Convexly's six AsPredicted pre-registrations (#287368, #287436, #287442, #287714, #287983, #288046)

fact_check_findings: 10/11 citations verified clean by two parallel cross-exam agents; Claim 8 (TRM Labs source vs $44B/85-90% claim) and Claim 1 (Polymarket DCM phrasing) corrected pre-filing in commit c65946b

founder_disclosures: active-duty United States Army intelligence officer (DoD-personnel personal-views disclaimer present)

founder_disclosures: for-profit venture (CME commercial product disclosed)