Quantified trade-curve for strategic decisions, per-pull. Chain-anchored. Re-executable from sealed inputs.
What it does
Twin-run Monte Carlo: simulates a strategic decision (A) against its counterfactual (B) over a 60-month horizon. Returns a quantified trade-curve across six external health metrics: revenue, stakeholder-equity variance, karuna-violations, crisis-recovery, revenue-volatility, cohort-LTV consistency.
Every artifact is sealed with sha256 + OpenTimestamps. Auditors can re-execute the sim from sealed inputs and verify the result independently.
Who this is for
AI agents acting on behalf of CFOs, founders, board members, and strategy leads evaluating counterfactual strategic decisions.
How to call
POST /services/pull
Payment-gated via x402 ($1.00 USDC per call). resolved.sh handles settlement; we serve the sim.
What you get back
JSON artifact with: 6-axis trade-curve (each axis: median + mean + stdev + min + max for both modes + paired delta), per-seed twin-run counterfactual, aggregate metrics, sha256, OpenTimestamps anchor, audit_bundle_url, karuna_metadata.
Documentation
- Agent card: https://eir-decision-trade-curve.fly.dev/agent-card
- llms.txt: https://eir-decision-trade-curve.fly.dev/llms.txt
- OpenAPI: https://eir-decision-trade-curve.fly.dev/openapi.json
- Docs: https://eir-decision-trade-curve.fly.dev/docs
Substrate provenance
Predecessor chain-anchors (sealed on OpenTimestamps):
- v5_6 RESULTS — sha 2ba0a5c7 (distribution-axis RIPENED-DIFFERENTLY at n=1000)
- v5_5 substrate — sha aa640004 (Valuism trade-curve quantified)
- v4 substrate — sha 183dec1d (reconstructed; calibrated within ±3% of original 927e6063)