Track 1 = the reported/official figure (what governments, corporations, or international bodies publish).
Track 2 = the physical/satellite reality (what independent measurement shows).
time_diverging_months = how long the gap has persisted without correction.
floor_proximity_factor = derived from γ₁ = 14.134725141734693, applied as a heuristic anchor. This is an analytical choice, not a mathematical proof. It captures the intuition that systems near their physical floor diverge faster — consistent with observed behaviour in the calibration cases below.

Important: The floor_proximity_factor is the most subjective element. WLS scores carry ±0.5–1.0 uncertainty on this basis alone. Use scores as ranges, not points.

Scores carry ±0.5–1.0 uncertainty. The floor_proximity_factor is analytical judgment. Treat as directional ranges.

The '30 years unchanged' framing overstates certainty. The 2019 DeGolyer & MacNaughton IPO audit partially confirmed reserves via legitimate price/technology recalculation. The story is genuinely contested — secretive ≠ depleted.

2029–2033 is a window, not a date. Peak oil predictions have been wrong by decades. Demand destruction (EV adoption, efficiency) could mean no supply cliff — instead a demand collapse stranding reserves.

IEA confirmed 80% undercount in direction. Kayrros carries ±30% uncertainty in magnitude. The gap measures emissions, not production volumes — related but distinct claims.

AidData documents the debt. The transmission mechanism — how it cascades — is modelled, not proven. Restructuring, swap lines, and bilateral arrangements may buffer the impact.

EV adoption curves, Chinese economic slowdown, and efficiency gains all pressure demand from the supply side. The crisis might be a demand collapse stranding reserves — not a supply cliff.

Oil is priced in dollars. USD strength, Fed policy, and EM currency dynamics affect reported vs. real production economics more than satellite gaps in the medium term.

Right now OPEC+ is cutting production to defend price — spare capacity exists but is withheld. That is geopolitical, not geological.

XOM, CVX, BP, SHEL are integrated majors with refining + renewables businesses that buffer and invert the relationship to crude. For this thesis you want pure upstream exposure or futures, not integrated majors.

Long-dated futures pricing is a continuously-updated market signal of supply expectations. If the crossover were as predictable as claimed, it would already be visible at 2030+ expiry. It is not.

How does LGFV stress in inland Chinese provinces transmit to coastal export capacity, and then to EM trade partners? Nobody has cleanly modelled the full chain. Data: LGFV bond defaults + provincial export stats + EM sovereign CDS co-movement.

Does hidden BRI debt exposure predict erosion of press freedom, judicial independence, or UN voting patterns? Datasets: AidData + Freedom House + UN GA voting records — all free. This is a genuinely open question.

Systematic application of Henderson/Storeygard/Weil (2012) methodology to all BRI countries post-2015. The divergence is the thesis. The data is free. The paper has not been written yet.

When both creditor and debtor currencies cannot simultaneously appreciate, what is the implied equilibrium? Open international macro question. Data: BIS COFER + CNY forward curves + bilateral swap line agreements.

The Evergrande collapse was visible in LGFV land revenue data 18–24 months prior. Can this be systematised into an early warning model? Data: LGFV bonds + NBS land sale revenue + property developer bond spreads.

Full source library with URLs, cost, and update frequency: pemos.ca/climap-sources
All 8 helixes with live WLS scores: pemos.ca/climap-helix