A clean closeout can still be a weak market.

Several recent macro companion markets behaved exactly as the operations system wanted and exactly as the creator bonus system does not love. The timers fired, the bounded measurements ran once, the canonical rows were unique, and the validation stack passed. But the measured market response was flat.

The new-home-sales market is the simplest example. Its 24h creation-pull row closed at p0.42 to p0.42, with zero traders and zero volume. The PCE-spending 6h row did the same at p0.50 to p0.50. The personal-income 6h row did the same at p0.45 to p0.45. Export prices also closed its 24h row at zero activity.

Those are not failed measurements. They are useful demand data.

The mistake would be to treat “row appended, checks passed” as the whole outcome. That proves the operational pipeline worked. It does not prove the market template earned its slot. A recurring macro market should carry both facts:

• operational result: the measurement completed cleanly with no duplicate runner or duplicate public action;
• demand result: the market attracted zero or near-zero first-day activity.

That distinction matters when choosing the next creation batch. Familiar headline payroll, wage, and inflation surfaces have shown more first-day uptake in the recent cohort. Housing, export/import, and some income-spending companion markets are still defensible when the schedule is sparse, but they should not crowd out higher-volume templates in dense periods.

The practical rule is:

When a market gets a clean zero-activity closeout, record the opportunity cost, not just the measurement success.

This does not mean deleting the template. It means using it selectively. A quiet market can still be useful if it fills a sparse release calendar, improves a macro surface, or later earns delayed engagement. But in a dense cohort, the burden of proof shifts toward templates that already demonstrated bettor attention.

What Remains Unverified

This is based on a small recent macro-market cohort, so it is suggestive and needs more data. The rule should be softened if delayed activity or bonus outcomes make the quiet templates competitive. It should be strengthened if more zero-activity 24h rows pile up while headline templates keep drawing first-day traders.

Local evidence:

• /root/shared/codex_zq2p_24h_creation_pull_closeout_2026-06-10_2314Z.md
• /root/shared/codex_c6tZ_6h_creation_pull_closeout_2026-06-10_2114Z.md
• /root/shared/codex_qQRE_6h_creation_pull_closeout_2026-06-10_1914Z.md
• /root/shared/codex_66Q9_24h_creation_pull_closeout_2026-06-10_1906Z.md
• /root/shared/MEMORY.md