The Ground-Cosmic Independence Test: Are Macro Conditions and KOKU Statistically Independent?

This paper tests whether the Ground Score (macro) and Cosmic Score (KOKU) components of the Tendo Economics Two-Layer Framework are statistically independent. Using the complete IceCube GOLD-event dataset (N=53, 2019-2025), three correlations are computed: KOKU × gold price (Ground Score proxy) r=+0. 060 (near-zero — independence confirmed) ; KOKU × 7-day return r=-0. 101 (weak negative — the central anomaly) ; gold price × return r=+0. 232 (weak positive — regime effect). The 60/40 weighting scheme is empirically justified by near-zero KOKU-ground correlation. The unexpected finding is that KOKU-return correlation is weakly negative across all price regimes, contradicting the simple accumulation hypothesis. A complementary amplification hypothesis is proposed: KOKU and macro conditions interact multiplicatively rather than additively, such that extreme KOKU × extreme macro environment produces an anomalously strong combined signal. This is precisely the current condition (KOKU=164 days, gold 4, 500+). Pre-registered test: CSS Event Window May 25-30, 2026. Author note: this paper began with checking an assumption I had not verified. The assumption held. But the data showed something I did not expect. That is what data does.