Confidence — design rationale

base = min(95, 35 + |S| × 75)
C    = clamp(round(base − Σ penalties), 5, 95)

• Why base 35: crossing the direction threshold (|S| = 0.22) yields base ≈ 51 — barely past a coin flip, which is the honest read of a marginal composite.
• Why a 95 ceiling and 5 floor: the engine never claims certainty in either direction.
• Why penalties subtract instead of multiply: subtraction keeps each penalty's cost legible in points ("thin volume cost this trade 5 points"), which is the entire transparency contract. Multiplicative penalties compound invisibly.
• Penalty registry (each emits its reason string): choppy ADX −12 · each dissenting family −8 · RSI extreme against the trade −8 · thin volume −5 · earnings inside veto window −10.
• A dissenting family = |score| > 0.15 with sign opposing the trade. Dissent is the most important penalty conceptually: it is the direct price of broken confluence.

Until calibration ships, C is labeled "signal agreement (0–100)" everywhere in the UI. After calibration, each bucket displays its measured historical hit rate alongside.