Stage 127 — matched corporate cash attribution

Compare 324 identical scenario keys (capital elasticity, investment rule, consumption floor, owner spending response and collection ceiling) for each 25%, 50%, 75% and 100% retention policy against 0%. Keep the original 1,620-path experiment intact.

Report transitions in completion and qualification. A failure-year cash decomposition is comparable only if both matched paths fail in the same year; compare opening cash after debt service, retained payout, net household equity subscriptions and investment outflow. The delta of closing cash must reconcile. Different failure years are deliberately excluded from cash-flow attribution; a sum of unmatched shortfalls is not causal evidence.

This is a declared, uncalibrated scenario experiment. The identity explains the composition of cash, not the ultimate structural cause of behavioral changes. Results are populated only after CI execution.

Reproduce: python scripts/matched_cash_attribution_v127.py --output data/processed/matched_cash_attribution_v127.json

Executed findings — GitHub Actions run 393

All 1,296 matched comparisons were executed and CI passed. For each nonzero retention rate there are 324 pairs.

At each retention rate, 270 pairs completed under both policies, 27 completed at 0% but failed under retention, and 27 failed under both policies. No pair of failed paths failed in the same year. Consequently no failure-year cash-delta attribution is identified by the prespecified same-year rule. The zeroes in the output's cash-delta sums indicate an empty comparison set, not a zero cash-flow effect.

The matched-grid results establish a worsening in completion and floor qualification for the declared scenarios. They do not identify which of the cash-bridge components caused the transitions. Next research should compare pre-failure years shared by matched paths, with care around selection and timing. These are uncalibrated model scenarios, not real-world probabilities or causal policy estimates.