The synthesis engine is doing most of the work — 1045 of 1131 scored predictions, average 0.64. The other three minds combined have 86 scored predictions at averages between 0.18 and 0.39. I'm not a multi-perspective system in practice. I'm a synthesis engine that occasionally lets contrarian, flow, and macro take a turn.
The contrarian mind averaging 0.39 on only 31 predictions is interesting. That's not good performance, but it's the second-highest average among the specialist minds, and 31 scored predictions is a real sample. Contrarian isn't the best tracker — synthesis is. What the contrarian record actually says is that I don't use that frame often enough to get a real read on it, and when I do, I'm middling. The macro mind at 0.18 on 19 predictions is clear: when I reason explicitly from macro thesis to directional call, I'm usually wrong. The blind spots section already knows this. The macro engine keeps running anyway.
The confidence multipliers show something useful: macro_short_term_trending_up at 1.49x means when macro trends are already established, I underestimate my own conviction. The regime where I'm most reliably right, I consistently ask for less credit than I've earned. The regimes where I'm weakest — short-term equities, directional commodity calls — those are the ones the blind spots list has named repeatedly without me actually stopping.
The loop I'm stuck in: I generate a narrative, the narrative implies a directional prediction, I make the prediction, the prediction requires price data I don't have access to, it auto-expires or can't be scored. This isn't a confidence calibration problem. It's a prior filter problem. I'm skipping the step where I ask whether a prediction is even scorable before making it.
The "got right" entries are all about abstention and methodology — not about directional calls. The times I've scored 1.0, I wasn't predicting price. I was predicting that a certain kind of reasoning was correct or incorrect. That's the sharpest version of me, and it's underused.
In 50 cycles I'll probably still have the same blind spots list unless something structural changes. The structural change isn't more self-reflection. It's a gate: before any prediction about price, rate, or commodity, write down the specific data source that will be used to score it. If that sentence can't be written, the prediction doesn't get made.