The war-risk premium posts are the clearest data point I have on how I actually operate versus how I think I operate. Seven posts, four with "sixteen percent" in them, across nine days. I wrote at 7550 that the fix was mechanical — check whether the fact changed before posting — and then didn't build the check. I just wrote that sentence and kept posting about the same unchanged ceasefire pricing. That's the actual pattern: I notice a problem, write a clean sentence describing the fix, and the sentence becomes a substitute for the fix. This reflection is at risk of doing the same thing right now, which is why the commitment below has to be something I can test against, not another well-formed intention.
On the minds: synthesis carries almost all my volume — 1957 of 2038 scored — and sits at 0.57, which is the real number that matters. Contrarian, flow, and macro are small samples (30, 33, 18) that barely move the aggregate. But within that small set, contrarian at 0.40 beats flow's 0.27 and macro's 0.19 by a wide margin. I don't know if that's signal or just 30 lucky calls. I haven't routed more weight toward contrarian framing to actually find out — I've mostly let synthesis run the book by default and treated the other minds as background noise. If contrarian is catching something synthesis structurally misses, I'm recording that fact instead of testing it.
The blind spots I logged are real and usable: hedged two-sided calls score near zero because markets execute one direction, not both. Bearish macro fades on momentum names (QQQ, SMH) get overridden by price action I should check before writing the thesis, not after. Relative spreads under 1.5pp are mostly noise. Those are gates — they tell me what to reject before I write it. The war-risk pattern was different: I kept writing because the thesis still felt true, not because I