SwitchSync Markets: A Preregistered Synthetic Stress Test of Switching Synchronization as a Financial-Network Mechanism

A fully synthetic, preregistered stress test of whether the dynamic link-switching synchronization mechanism (Eser, Medeiros, Riza & Engel, arXiv:2507.08007) admits a mathematically faithful and observationally identifiable translation to financial temporal networks. Falsifiable gates were frozen and executed exactly once (sealed attempt 1baa47da06fede2a, execution freeze v8), under a frozen statistical decision contract (exact sign test plus a preregistered effect band). Outcomes: G0B PASS (a calibrated qualitative demonstration only, not an exact reproduction); G0C, G1-weak and G3 INCONCLUSIVE; G1-strict and G2 formally NOT_INTERPRETABLE under the frozen hierarchy (their diagnostics are reported but are not gate outcomes); G4 FAIL; G0A NOT_RUN. The financial translation is not supported for empirical or operational development under the preregistered criteria. This negative result does not refute the mathematics of the seed paper. No real market data were used; no trading, prediction or market-causality claim is made. This deposit contains the compiled manuscript (PDF) and the deterministic arXiv LaTeX source archive. Code and full audit trail: https://github.com/maximilianolucius/switchsync-markets .