feat: tell the coordinator which instruments it can actually trade

96% of rejected proposals name something untradable: indices (SPX, DXY, ^TNX),
fx (EURUSD, XAU/USD), futures (CL=F, BZ=F) and home listings (VOW3.DE, RHM.DE,
1211.HK, 688169.SS). The analysis behind those is usually sound, it is the ticker
that cannot be used, and nothing in the prompt ever said so. We were paying for
the call and discarding the result at validation.

The rules point the model at what the allowlist actually holds: US listings and
ADRs for foreign companies, and US listed ETFs as the tradable expression of an
index, currency, rate or commodity. Every symbol named in the rules was checked
against the live allowlist first, so VWAGY, BABA, TM, SONY, SPY, QQQ, GLD, USO,
UUP and TLT all genuinely resolve. It also forbids predicting SPY itself, which
is the benchmark and whose excess return is zero by construction.

Shared between the coordinator and replay prompts rather than written twice,
since a rule that drifts between the two lanes is worse than no rule.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01WnNxwxfXSbeNtjvtz5gayb

src/autonomy/coordinator.js

@@ -8,6 +8,19 @@ const ALLOWED_HORIZONS = new Set([1, 5, 10, 20, 30, 60, 90]);
 // one thing in the prompt and another in calibration.
 const ALLOWED_EVENT_TYPES = new Set(EVENT_FAMILY_NAMES);
 
+// 96% of rejected proposals name an instrument we cannot trade: indices (SPX,
+// DXY, ^TNX), fx (EURUSD, XAU/USD), futures (CL=F, BZ=F) and foreign listings
+// (VOW3.DE, RHM.DE, 1211.HK). The analysis behind those is usually fine, it is
+// the ticker that is unusable, so tell the model what the allowlist actually
+// holds instead of paying for the call and discarding it at validation.
+// Every symbol named below was checked against the live allowlist.
+const INSTRUMENT_RULES = `Instrument rules. instrument must be a symbol tradable on a US exchange, and only these resolve:
+- US listed common stock or ETF, by its US ticker.
+- A foreign company only via its US listing or ADR, never its home listing. Volkswagen is VWAGY not VOW3.DE, Alibaba is BABA, Toyota is TM, Sony is SONY. If you do not know the company has a US listing, omit the prediction.
+- An index, currency, rate or commodity only via a US listed ETF that tracks it: S&P 500 -> SPY, Nasdaq 100 -> QQQ, gold -> GLD, crude oil -> USO, US dollar -> UUP, treasuries -> TLT. Never emit SPX, DXY, ^TNX, EURUSD, XAU/USD, CL=F or any futures or fx symbol.
+- Never SPY itself as the prediction, it is the benchmark and its excess return is always zero.
+If the only instrument the evidence supports is untradable under these rules, leave it out rather than substituting something loosely related.`;
+
 // An exact family is what we want. If the model ignores the list we try to salvage
 // the label through the same mapper calibration uses, and only give up when it is
 // unplaceable -- an explicit 'other' is a legitimate answer, unplaceable free text
@@ -128,4 +141,4 @@ function recordRejectedProposal(intelligenceDb, raw, metadata = {}, reason = 'va
     metadata.model || 'unknown', metadata.promptVersion || 'unknown', String(reason).slice(0, 1000)).lastInsertRowid;
 }
 
-module.exports = { normalizeProposal, verifyEvidence, acceptProposal, recordRejectedProposal };
+module.exports = { normalizeProposal, verifyEvidence, acceptProposal, recordRejectedProposal, INSTRUMENT_RULES };

workers/coordinatorWorker.js

@@ -5,7 +5,7 @@ const { openRuntimeDb } = require('../src/db/runtime');
 const { initAutonomySchema } = require('../src/autonomy/schema');
 const { leaseNextJob, completeJob, failJob } = require('../src/autonomy/jobs');
 const { callCoordinator } = require('../src/autonomy/llm');
-const { acceptProposal, recordRejectedProposal } = require('../src/autonomy/coordinator');
+const { acceptProposal, recordRejectedProposal, INSTRUMENT_RULES } = require('../src/autonomy/coordinator');
 const { EVENT_FAMILY_NAMES } = require('../src/autonomy/calibration');
 
 function sleep(ms) { return new Promise((resolve) => setTimeout(resolve, ms)); }
@@ -30,7 +30,7 @@ function buildPrompt(event, articles) {
     causal_channel: '<short description>', horizon_days: '<one of 1, 5, 10, 20, 30, 60, 90>',
     evidence_article_ids: ['<article_id values from the evidence above>'],
     invalidation_condition: '<what would falsify this>',
-  }] }, null, 2)}\n\nEvery value in that shape is a placeholder describing the field. Do not copy them. Choose instrument, direction and horizon_days from the evidence in front of you.\n\nevent_type must be exactly one of: ${EVENT_FAMILY_NAMES.join(', ')}. Pick the closest one. Use "other" only when none of them genuinely apply, and never invent a value outside this list.\n\nUse only instruments and evidence directly supported by the articles. Return an empty predictions array when there is no clear, tradable hypothesis. Never include probabilities, returns, confidence, position sizes, or actions.`;
+  }] }, null, 2)}\n\nEvery value in that shape is a placeholder describing the field. Do not copy them. Choose instrument, direction and horizon_days from the evidence in front of you.\n\nevent_type must be exactly one of: ${EVENT_FAMILY_NAMES.join(', ')}. Pick the closest one. Use "other" only when none of them genuinely apply, and never invent a value outside this list.\n\n${INSTRUMENT_RULES}\n\nUse only instruments and evidence directly supported by the articles. Return an empty predictions array when there is no clear, tradable hypothesis. Never include probabilities, returns, confidence, position sizes, or actions.`;
 }
 
 async function runCoordinatorWorker({ archivePath, intelligencePath, workerId = `coordinator-${os.hostname()}-${process.pid}`, pollMs = 1000 } = {}) {

workers/replayWorker.js

@@ -5,7 +5,7 @@ const { openRuntimeDb } = require('../src/db/runtime');
 const { initAutonomySchema } = require('../src/autonomy/schema');
 const { enqueueJob, leaseNextJob, completeJob, failJob } = require('../src/autonomy/jobs');
 const { callCoordinator } = require('../src/autonomy/llm');
-const { acceptProposal, recordRejectedProposal } = require('../src/autonomy/coordinator');
+const { acceptProposal, recordRejectedProposal, INSTRUMENT_RULES } = require('../src/autonomy/coordinator');
 const { EVENT_FAMILY_NAMES } = require('../src/autonomy/calibration');
 
 function sleep(ms) { return new Promise((resolve) => setTimeout(resolve, ms)); }
@@ -39,6 +39,7 @@ function replayPrompt(article) {
     }] }, null, 2)}\n\n` +
     'Every value in that shape is a placeholder describing the field. Do not copy them. Choose instrument, direction and horizon_days from the evidence in front of you.\n\n' +
     `event_type must be exactly one of: ${EVENT_FAMILY_NAMES.join(', ')}. Pick the closest one. Use "other" only when none of them genuinely apply, and never invent a value outside this list.\n\n` +
+    `${INSTRUMENT_RULES}\n\n` +
     'Use only this dated evidence. Return an empty predictions array when there is no clear, tradable hypothesis. Never include probabilities, returns, confidence, position sizes, or actions.';
 }