MLB re-run vs consensus ruler: premise dissolved, isotonic DECIDED

MEASURE-ONLY. No promotion, no flip, no tier spend. Live path
byte-identical: CURRENT_RULER_VERSION still v1_first_book, model still
consumes MODEL_BOOKS only.

MANDATE 1'S PREMISE DOES NOT HOLD. The p_win calibration is
RULER-INDEPENDENT, confirmed two ways: estimateProbability takes
{gameLogs, line, statType, features} and never sees a market price, and
the calibration fits p_win against OUTCOMES. Reliability and resolution
are both p_win-vs-outcome measures, so fair_prob cannot enter either.
There is nothing to re-fit -- the ruler changes edge, CLV and takeable,
not calibration.

I RETRACT MY OWN LABEL. I declared the MLB isotonic result PROVISIONAL
"because it was measured against the bent ruler". That over-applied the
ruler caveat to a measurement the ruler never touched. The result was
never contaminated; it moves PROVISIONAL -> DECIDED, not by re-running but
because the gate I attached does not apply.

RAN THE GENUINELY RULER-DEPENDENT QUESTION INSTEAD -- does a median
consensus rescue EDGE? Timing held constant (both rulers at close; a
lock-time reconstruction joins only 43 rows, and mixing lock-incumbent
with close-consensus would confound WHEN with WHAT).

n=200 MLB settled rows: mean |ruler gap| 0.0085. corr(edge_v1, outcome)
-0.0101; corr(edge_v2, outcome) -0.0220; corr(p_win, outcome) +0.2598.

THE HEADLINE: p_win predicts outcomes at +0.26 while p_win minus the
market predicts nothing under EITHER ruler. Subtracting the market price
destroys the signal -- a direct empirical vindication of the identity now
at the top of CLAUDE.md. Market edge is not merely a poor criterion here;
it is a strictly worse instrument than the raw forecast.

CALIBRATION REFRESH (ruler-independent, but n grew 119 -> 250):
time-forward holdout n=125, reliability 0.0846 (was 0.0939), resolution
0.190 (was 0.123). Both hold and both improved on a fresh later window
the earlier fit never saw. Independent replication.

THE LIMITATION THAT BLOCKS A FULL VERDICT: closing_captures holds only
MODEL books -- exchange quotes were never stored, because normalizeProps
discarded them until yesterday. Mean 1.97 books in the historical join. So
this tested a US-books-median ruler, not the exchange-inclusive consensus
whose live delta showed p90 +10 points. That ruler is UNTESTABLE on
existing data at any n. Per Mandate 4's third outcome: inconclusive, not
forced.

SEPARATE FINDING -- LIVE FEED REGRESSION: pinnacle MLB captures went 4,022
-> 0 on 2026-07-31 and have not returned, while every other book continued
(103,940 captures in the prior 10 days). This also corrects an Order Zero
claim of mine: "no sharp anchor exists in our feed" was accurate for the
day measured but wrong generally -- pinnacle was there until 07-30 with
17,090 two-sided captures. line_type='sharp' is a label in closingCapture
via SHARP_BOOKS, not a separate provider. We had a sharp anchor and lost
it two days ago; not caused by anything in this session.

Both queries committed: scripts/ruler-comparison.sql,
scripts/pwin-timeforward.sql.

Gates: 4,028 tests / 322 suites green; next build exit 0.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01QJs13VsyiSKYQP6rj3NNmc

scripts/pwin-timeforward.sql

@@ -0,0 +1,33 @@
+-- pwin-timeforward.sql — calibration refresh on the CURRENT MLB sample (2026-08-01)
+-- MEASURE-ONLY. Time-forward: earlier games fit/observe, later games prove.
+--
+-- Deliberately RULER-INDEPENDENT, and that is the finding: reliability
+-- (predicted vs actual hit rate) and resolution (does higher p_win hit more)
+-- are both p_win-vs-outcome measures. No fair_prob appears anywhere below,
+-- because none can. This is why the consensus ruler cannot change the
+-- calibration verdict.
+--
+-- reliability = n-weighted mean |predicted - actual| across deciles. NOTE:
+-- mean|p - outcome| on 0/1 rows is NOT calibration -- it is noise-dominated
+-- individual error. Bucket first.
+--
+-- MLB only. WNBA abstains on its own data and is not re-litigated here.
+
+with base as (
+  select sport, game_date, p_win::numeric p, (outcome='hit')::int won,
+         ntile(2) over (order by game_date, id) half
+  from public.ledger_entries
+  where sport='mlb' and user_id is null and outcome in ('hit','miss') and p_win is not null),
+s as (select *, case when half=1 then 'train' else 'holdout' end split from base),
+b as (select split, width_bucket(p, 0.0, 1.0, 10) bkt,
+             count(*) n, avg(p) pred, avg(won::numeric) actual
+      from s group by 1,2)
+select split,
+       sum(n) total_n,
+       count(*) buckets,
+       round(sum(n*abs(pred-actual))/sum(n),4)  reliability_mean_abs_dev,
+       round((select corr(p, won::numeric) from s s2 where s2.split=b.split)::numeric,4) resolution_corr,
+       round((select avg(won::numeric)     from s s3 where s3.split=b.split)::numeric,4) base_rate,
+       (select min(game_date) from s s4 where s4.split=b.split) first_game,
+       (select max(game_date) from s s5 where s5.split=b.split) last_game
+from b group by split order by split desc;

scripts/ruler-comparison.sql

@@ -0,0 +1,75 @@
+-- ruler-comparison.sql — Order: MLB CALIBRATION RE-RUN vs CONSENSUS RULER (2026-08-01)
+-- MEASURE-ONLY. Run against prod (Supabase MCP execute_sql).
+--
+-- WHAT THIS DOES AND DOES NOT ANSWER
+--
+-- It does NOT re-fit the p_win calibration. It cannot: `estimateProbability`
+-- takes {gameLogs, line, statType, features} and never sees a market price, and
+-- the calibration query fits p_win against OUTCOMES. Reliability and resolution
+-- are both p_win-vs-outcome measures, so the ruler cannot enter either. See
+-- pwin-timeforward.sql for the (ruler-independent) calibration refresh.
+--
+-- What IS ruler-dependent is EDGE (p_win - fair_prob). This measures whether
+-- swapping the incumbent single-book ruler for a median consensus rescues it.
+--
+-- TIMING IS HELD CONSTANT: both rulers are read at CLOSE. The lock-time
+-- reconstruction is impossible at usable n (only 43 settled rows join
+-- lock_lines with >=2 two-sided books), and mixing a lock-time incumbent with
+-- a close-time consensus would confound WHEN with WHAT.
+--
+-- LIMITATION, load-bearing: closing_captures contains ONLY MODEL books
+-- (draftkings/betmgm/betrivers/fanduel/pinnacle). Exchange quotes were never
+-- stored, because normalizeProps discarded them until 2026-08-01. So this can
+-- only test a US-books-median ruler, NOT the exchange-inclusive consensus. The
+-- exchange ruler is untestable on existing data at any n.
+
+with imp as (
+  select id, player_key, stat, game_date, line, side, p_win, book, (outcome='hit')::int won
+  from public.ledger_entries
+  where sport='mlb' and user_id is null and outcome in ('hit','miss') and p_win is not null),
+
+-- latest CLOSE capture per (prop, book); two-sided only -- a one-sided quote
+-- cannot be de-vigged, so it cannot price a ruler.
+cap as (
+  select distinct on (player_key,stat,game_date,line,book)
+         player_key,stat,game_date,line,book,over_odds,under_odds
+  from public.closing_captures
+  where sport='mlb' and over_odds is not null and under_odds is not null
+  order by player_key,stat,game_date,line,book,captured_at desc),
+
+d as (select *,
+        case when over_odds>0  then 100.0/(over_odds+100)  else (-over_odds)/((-over_odds)+100.0)  end po,
+        case when under_odds>0 then 100.0/(under_odds+100) else (-under_odds)/((-under_odds)+100.0) end pu
+      from cap),
+
+-- multiplicative two-way de-vig, per book (matches src/utils/devig.js)
+f as (select player_key,stat,game_date,line,book, po/(po+pu) fo, pu/(po+pu) fu
+      from d where po+pu > 0),
+
+j as (select i.*, f.book ref_book,
+             case when lower(i.side)='under' then f.fu else f.fo end fair_side
+      from imp i join f
+        on f.player_key=i.player_key and f.stat=i.stat
+       and f.game_date=i.game_date and f.line=i.line),
+
+a as (select id, p_win, won, game_date,
+             count(*) n_books,
+             percentile_cont(0.5) within group (order by fair_side) cons,   -- v2: MEDIAN
+             max(case when ref_book=book then fair_side end) own            -- v1: the locked book
+      from j group by 1,2,3,4),
+
+e as (select *, p_win-own edge_v1, p_win-cons edge_v2
+      from a where n_books>=2 and own is not null)
+
+select count(*) n,
+       round(avg(won)::numeric,4)                          base_rate,
+       round(avg(abs(cons-own))::numeric,4)                mean_abs_ruler_gap,
+       round(avg(cons-own)::numeric,4)                     mean_signed_ruler_gap,
+       round(corr(edge_v1, won::numeric)::numeric,4)       corr_edge_v1_won,
+       round(corr(edge_v2, won::numeric)::numeric,4)       corr_edge_v2_won,
+       round(corr(p_win,  won::numeric)::numeric,4)        corr_pwin_won,
+       round(avg(edge_v1) filter (where won=1)::numeric,4) edge_v1_winners,
+       round(avg(edge_v1) filter (where won=0)::numeric,4) edge_v1_losers,
+       round(avg(edge_v2) filter (where won=1)::numeric,4) edge_v2_winners,
+       round(avg(edge_v2) filter (where won=0)::numeric,4) edge_v2_losers
+from e;

specs/MASTER-PLAN.md

@@ -29,16 +29,25 @@ stay provisional until re-run** · documented ≠ verified.
 
 ## ▶ NEXT EXECUTABLE ORDER
 
-**The MLB calibration RE-RUN against the consensus ruler.** Everything
+**DONE 2026-08-01** — the MLB re-run landed, and it dissolved rather than answered
-model-shaped is downstream of it:
+its own question: **calibration is ruler-independent**, so MLB isotonic was never
+gated on the ruler. See `specs/mlb-recalibration-vs-consensus-ruler.md`.
 
-- MLB isotonic `p_win` cannot promote until re-run (it was calibrated against
+**The next order follows from what that measurement found, not from the plan:**
-  `v1_first_book`).
-- The newly-visible props cannot feed the model until it promotes.
-- Every edge/CLV number resets to `ruler_version = v2_consensus` at that boundary
-  and **must not be pooled** with what came before.
 
-*Blocked on nothing. This is the next build.*
+> **`p_win` predicts outcomes (r = +0.26). `p_win − fair_prob` does not
+> (r = −0.01 to −0.02, either ruler).** Subtracting the market destroys the
+> signal. So the build is: **make the served product rank on `p_win`, not on
+> edge** — and retire market-relative edge from every ranking, gate and display
+> where it still sits.
+
+Two things gate on accrual instead of on code, and cannot be rushed:
+- The **exchange-inclusive ruler** is untestable until v2-era captures accrue.
+- The **edge verdict** may change under that ruler — or may not; today it is
+  unproven either way, and 'unproven' is the honest label.
+
+**Open, cheap, and unrelated to the model:** the 🔴 pinnacle feed regression, and
+the display layer still shows nothing of the widened multi-book data.
 
 ---
 
@@ -51,8 +60,11 @@ model-shaped is downstream of it:
 | **books/prop, WNBA** | **4.21** feed → 1.20 | **WNBA is BETTER covered than MLB** |
 | **consensus ruler** | **MARKET, not SHARP** | `pinnacle`/`matchbook`/`polymarket` = **0%** on both sports. No sharp anchor exists in our feed. Permanent limitation, not a milestone |
 | **ruler delta** (consensus − incumbent) | MLB mean +1.50 pts, median 0, **17% of props move ≥5 pts** | rulers genuinely differ; "better" is unproven |
-| **MLB isotonic `p_win`** | **PROVISIONAL** | calibrated on the bent ruler; does not promote until re-run |
+| **MLB isotonic `p_win`** | **DECIDED** — reliability **0.0846**, resolution **0.190**, holdout **n=125** | **PROVISIONAL label RETRACTED 2026-08-01.** Calibration is **ruler-independent** (`estimateProbability` never sees a price; the fit is p_win-vs-outcome). Replicated on a fresh later window, both metrics improved |
+| **edge vs the ruler** | corr(edge, outcome) **−0.010** (v1) → **−0.022** (v2), n=200 · corr(**p_win**, outcome) **+0.26** | **Subtracting the market DESTROYS the signal.** The consensus ruler does not rescue edge: *differs ≠ better* |
+| **exchange-inclusive ruler** | **UNTESTABLE on existing data** | exchange quotes were never stored (discarded until 2026-08-01). Becomes testable only as v2-era captures accrue |
 | **WNBA** | **still abstains** | a MODEL problem, not a coverage problem — coverage was never its constraint |
+| 🔴 **pinnacle feed** | **0 captures since 2026-07-31** (103,940 in the prior 10 days) | a live regression; **we had a sharp anchor and lost it.** Not caused by our changes |
 | **soccer** | **settles** — ~15 competitions, 30d | "grades into a void" is a **$19/mo Pro-tier** problem, not a data problem |
 | **CLV + results feeds** | `/odds/closing` + `/movement` **redacted**; `/results` **403 `required_tier: hobby`**; `/exports/resolved-props` **403 `required_tier: pro`** | **verified on our keys** — plain tier exclusion, not a key or plan fault. **$9/mo** buys CLV + steam + results; **$19/mo** adds the 90-day settlement export |
 | **books SERVED** | 5 → **13**; props rendered **546 → 2,780** (5.1×); mean **4.22** books/prop | **AGGREGATOR widening is LIVE.** Of 2,234 newly-visible props, **31.2% carry a real non-DFS price**; **68.8% are DFS-only** — shown, tagged, never a market |

specs/mlb-recalibration-vs-consensus-ruler.md

@@ -0,0 +1,181 @@
+# MLB CALIBRATION RE-RUN vs THE CONSENSUS RULER
+
+**Date:** 2026-08-01 · **MEASURE-ONLY** · no tier spend · live path byte-identical ·
+queries committed (`scripts/ruler-comparison.sql`, `scripts/pwin-timeforward.sql`).
+
+---
+
+## VERDICT UP FRONT
+
+**Mandate 1's premise does not hold, and I have to say so before reporting numbers
+against it.**
+
+> **The p_win calibration is RULER-INDEPENDENT. Re-deriving `fair_prob` against the
+> consensus ruler cannot change a single number in the isotonic result.**
+
+Two independent confirmations:
+
+1. **`estimateProbability({ gameLogs, line, statType, features })`**
+   (`src/services/intelligence/probabilityEstimator.js:54`) — **no market price, no
+   book odds, no `fair_prob` anywhere in its inputs.** `p_win` is computed from game
+   logs against the line.
+2. **The calibration query fits `p_win` against OUTCOMES.** Reliability (predicted vs
+   actual hit rate) and resolution (does higher `p_win` hit more often) are both
+   `p_win`-vs-outcome measures. `fair_prob` cannot enter either.
+
+**So there is nothing to re-fit.** The ruler changes **edge** (`p_win − fair_prob`),
+**CLV**, and **takeable** — not calibration.
+
+### I have to retract my own label
+
+**I declared the MLB isotonic result PROVISIONAL "because it was measured against
+the bent ruler." That was wrong** — I over-applied the ruler caveat to a
+measurement the ruler never touched. **The isotonic result was never contaminated.**
+
+It moves from **PROVISIONAL → DECIDED**, not by re-running, but because the gate I
+attached to it does not apply. It stands on its own terms.
+
+---
+
+## WHAT I RAN INSTEAD (the genuinely ruler-dependent question)
+
+**Does swapping the incumbent single-book ruler for a median consensus rescue
+EDGE?** That question *is* ruler-dependent, and it is the one that came back
+negative in three formulations.
+
+**Timing held constant** — both rulers read at CLOSE. A lock-time reconstruction is
+impossible at usable n (**only 43** settled rows join `lock_lines` with ≥2
+two-sided books), and pairing a lock-time incumbent with a close-time consensus
+would confound *when* with *what*.
+
+### Result — MLB, n=200 settled rows, 2026-07-21 → 07-30
+
+| measure | value |
+|---|---:|
+| base rate | 0.525 |
+| **mean \|ruler gap\|** | **0.0085** (0.85 prob points) |
+| mean signed ruler gap | −0.0004 |
+| **corr(edge **v1 single-book**, outcome)** | **−0.0101** |
+| **corr(edge **v2 consensus**, outcome)** | **−0.0220** |
+| **corr(`p_win` alone, outcome)** | **+0.2598** |
+| edge v1: winners / losers | 0.0281 / 0.0315 |
+| edge v2: winners / losers | 0.0265 / 0.0339 |
+
+**The consensus ruler does not rescue edge.** Both rulers give a correlation
+indistinguishable from zero, and both are very slightly *negative* — higher edge
+associates marginally with *losing*, under either ruler.
+
+### The number that actually matters
+
+**`p_win` alone correlates +0.26 with outcome. Edge — `p_win` minus the market —
+correlates −0.01 to −0.02.**
+
+**Subtracting the market price destroys the signal.** The model has genuine
+forecasting signal; the market-relative transformation removes it. That is a
+direct empirical vindication of the identity now at the top of CLAUDE.md: *market
+edge is a byproduct, never the success criterion.* Here it is not merely a poor
+criterion — **it is a strictly worse instrument than the raw forecast.**
+
+---
+
+## CALIBRATION REFRESH (ruler-independent, but n has grown)
+
+Worth running for a different reason: the prior report used **n=119** holdout. MLB
+now has **250** settled rows with `p_win`. Time-forward, earlier fits, later proves.
+
+| split | n | buckets | reliability (mean \|dev\|) | resolution (corr) | base rate | window |
+|---|---:|---:|---:|---:|---:|---|
+| train | 125 | 9 | 0.0951 | 0.2557 | 0.528 | 07-21 → 07-26 |
+| **holdout** | **125** | **9** | **0.0846** | **0.1902** | 0.560 | 07-26 → 07-30 |
+
+**Both hold on a fresh, later window — and both improved** versus the prior report
+(reliability 0.0939 → **0.0846**; resolution 0.123 → **0.190**). Resolution degrades
+train → holdout (0.256 → 0.190), which is expected and honest; it stays clearly
+positive rather than crushing to base rate.
+
+**This is independent replication on data the earlier fit never saw.** It is the
+strongest evidence to date that MLB `p_win` is honest *and* still ranks.
+
+---
+
+## THE LIMITATION THAT PREVENTS A FULL VERDICT
+
+**The ruler I could test is not the ruler that was built.**
+
+`closing_captures` contains **only MODEL books** — draftkings, betmgm, betrivers,
+fanduel, pinnacle. **Exchange quotes were never stored**, because `normalizeProps`
+discarded them until 2026-08-01. Mean books per prop in the historical join:
+**1.97**.
+
+So this measured a **US-books-median vs one-US-book** ruler change — which is small
+by construction (0.85 prob points), and nothing like the exchange-inclusive
+consensus, where the live delta showed **p90 +10 points and 17% of props moving
+≥5 points**.
+
+> **The exchange-inclusive consensus ruler is UNTESTED and UNTESTABLE on existing
+> data at any n.** It becomes testable only as v2-era captures accumulate — which
+> starts now, because the display widening went live yesterday.
+
+**I am not forcing a verdict on it.** Per Mandate 4's third outcome: **inconclusive
+on holdout n.**
+
+---
+
+## VERDICT, PER MANDATE 4
+
+| question | verdict |
+|---|---|
+| Does the consensus ruler improve the **calibration**? | **Question does not apply** — calibration is ruler-independent (proven in code and in the query). |
+| Is the MLB isotonic result still provisional? | **No — DECIDED.** My PROVISIONAL label was over-applied and is retracted. |
+| Does the consensus ruler rescue **EDGE** (US-books version, n=200)? | **DIFFERS BUT NOT BETTER.** −0.010 → −0.022. Rulers differ ≠ new ruler better. |
+| Does the **exchange-inclusive** ruler rescue edge? | **INCONCLUSIVE — n-blocked.** Untestable on existing data; the quotes were never stored. |
+| MLB `p_win` honest **and** ranking, held out? | **YES, replicated on fresh data.** reliability 0.0846, resolution 0.190, n=125. |
+| WNBA | **Abstains, unchanged.** Not re-litigated. |
+
+**Nothing is promoted. Nothing is flipped.** `CURRENT_RULER_VERSION` remains
+`v1_first_book`; the model still consumes `MODEL_BOOKS` only.
+
+**No promotion is scoped**, because the trigger condition — "new ruler is better" —
+was not met on the testable portion and could not be evaluated on the rest.
+
+---
+
+## 🔴 SEPARATE FINDING — A LIVE FEED REGRESSION
+
+While establishing feasibility I found this, and it is unrelated to the order:
+
+| date | pinnacle MLB captures | other books |
+|---|---:|---:|
+| 07-26 | 15,008 | 115,638 |
+| 07-29 | 10,406 | 82,080 |
+| 07-30 | 4,022 | 63,602 |
+| **07-31** | **0** | 47,606 |
+| **08-01** | **0** | 45,092 |
+
+**Pinnacle prop coverage went to zero on 2026-07-31 and has not returned**, while
+every other book continued normally. 103,940 captures over the preceding 10 days,
+then a clean cliff.
+
+**This also corrects an Order Zero claim of mine.** I reported "pinnacle 0% — no
+sharp anchor exists in our feed." That was accurate *for the day I measured* but
+wrong as a general statement: **Pinnacle was in the MLB props feed until 07-30**,
+with 17,090 two-sided captures. (`line_type='sharp'` is a label applied in
+`closingCapture.js` via `SHARP_BOOKS`, not a separate provider — I checked.)
+
+**We had a sharp anchor and lost it two days ago.** Whether that is a PropLine
+change, a regional restriction, or a bug is unknown and worth one question to the
+provider. It is not caused by anything in this session's work — the widening only
+adds books.
+
+## TAGS
+
+**VERIFIED:** calibration is ruler-independent (code + query) · consensus ruler
+does not rescue edge at n=200 · MLB p_win replicates honest+ranking on a fresh
+holdout (n=125) · pinnacle coverage stopped 07-31.
+
+**CANNOT DETERMINE:** whether the exchange-inclusive consensus ruler improves edge
+— the quotes were never stored, so it is untestable at any n until v2-era captures
+accumulate.
+
+**RETRACTED:** my own "MLB isotonic is PROVISIONAL pending the ruler fix" — the
+ruler never touched it.