Addendum 1 — 15 August 2026 — Correction to §3

§3 as signed describes the composite as combining four instrument
families, macro context among them. That description was imprecise,
and the correction is stated here rather than edited in — the
signed document does not change.

What the arithmetic does: the PRIORAXIS Risk Factor combines five
weighted measures — two of on-chain valuation (where price stands
against what holders actually paid, and the share of the market's
value held as paper profit), one of long-horizon positioning (how
the asset is held over horizons of years), one of price-trend
distance, and one of miner-issuance economics. Macro context does
not enter the composite. It is real in the system, and it operates
where §3 places the execution layer: informing how the weighting
is applied in specific conditions, not what the composite reads.
The weights remain withheld, as §3 states; the correction changes
what is claimed, not what is disclosed.

The error was found by PRIORAXIS's own published-claims sweep on
the day the paper was signed, when a page rewrite required naming
which measure belonged to which family and no such assignment
existed in the engine's specification. This addendum is the
mechanism §6 promises: the record is never edited — it is
corrected, in the open, with a date.