Noosphere Score (SIGMA)

The Noosphere Score (internally called SIGMA_FINAL) is the primary output of the SIGMA Engine v5.0, a deterministic mathematical system with zero randomness. It measures systemic financial fragility on an asymptotic scale: f(x) = 100 × (1 - e^{-λx}), which approaches 100 asymptotically from below, ensuring the score never saturates. Scores below 35 indicate the Stable regime; 35-55 indicates Accumulation; 55-75 indicates Critical; above 75 indicates Collapse. These thresholds are validated against historical crisis data across 200+ episodes.

The score is built from 8 independent analytical layers, each producing a sub-score: (1) Metabolic layer (biological aging metaphor, 6% weight), (2) Fragility layer — Minsky phase, Landau phase transition, 22% weight, (3) Psychology layer — behavioral biases, 3% weight, (4) Network layer — R₀, percolation, clustering, 14% weight, (5) NLP layer — linguistic divergence, silence sigma, 10% weight, (6) Prediction layer — Hurst, Hawkes, HMM, CSD, 28% weight, (7) Learning layer — Kalman filter adaptation, 2% weight, (8) Technical layer — RSI, Bollinger, technical patterns, 15% weight. The Prediction layer carries the highest weight (28%) because forward-looking indicators are the primary drivers of crisis timing.

What makes the SIGMA Score categorically different from traditional credit ratings (Moody's, S&P) is its verifiability: every SIGMA output is SHA256-anchored to the Prediction Ledger, making it independently auditable. A historical archive of SIGMA scores with their cryptographic proofs allows anyone to verify that Noosphere's predictions were made before the events they describe — no retroactive revision is possible. Calendar effects (FOMC meetings, option expiry dates) are explicitly modeled as additive adjustments, ensuring the score reflects known risk event patterns.