WARGAME — STRATEGIC SCENARIO

Supply Chain Disruption: Vanguard

Document Classification: CONFIDENTIAL — Client Deliverable
Product Tier: F3 — Strategic Intelligence (W04 Wargaming Engine)
Report ID: WG-2026-08-SUPP-001
Date: August 25, 2026
Target: Vanguard (gleif_entity)
Engine: WorldDuplicate 1000-branch Monte Carlo v3.1.0

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EXECUTIVE SUMMARY

Vanguard faces a Supply Chain Disruption scenario with a baseline Forreast Score of 50/100. A 500-branch Monte Carlo simulation converges to a mean of 58.2 (σ 17.8), with P(critical) = 11.4% and P(high) = 43.6%.

Convergence analysis (Gelman-Rubin R-hat = 1.002 across 4 chains) confirms the distribution is CONVERGED — stable. 5th-percentile tail risk: 29.0. System phase: fluctuation (near equilibrium — moderate fluctuation).

Red/Blue/Green adversarial debate verdict: CONTINGENCY REQUIRED (net risk 63.7). Consensus: CONTINGENCY REQUIRED. Net risk after Red-Blue-Green debate: 63.7. Red impact (13.8) vs Blue mitigation (8.3) → Red dominates. Green intervenes.

Data basis: 60 real signals from the live intelligence stream (avg severity 0.78), sources: courtlistener, sec_edgar.

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SCENARIO PARAMETERS

Parameter	Value	Source
Scenario	Supply Chain Disruption	Forreast scenario library
Branches	500	WorldDuplicate Monte Carlo
Base score	50/100	Forreast Score (live)
Volatility	17.3pt	signal-derived
Signal shock	7.8pt	live signals
P(critical)	11.4%	Monte Carlo
Tail risk (P5)	29.0	Monte Carlo
R-hat	1.002 (converged)	4-chain Gelman-Rubin
Elapsed	0.336s	engine timing

Factor scores (from real signal mix where present):

Factor	Score (0-100)
geopolitical_exposure	82.0
supplier_concentration	76.0
logistics_diversity	64.0
inventory_buffer	46.0

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MONTE CARLO DISTRIBUTION

Statistic	Value
Mean	58.20
Median	58.24
Std	17.84
Min / Max	1.0 / 100.0
P5 / P25 / P75 / P95	29.0 / 46.0 / 69.6 / 89.5
P(critical ≥81)	11.4%
P(high ≥61)	43.6%
P(significant ≥41)	84.0%
Tail risk (P5)	29.0

Convergence: R-hat = 1.0017 across 4 chains × 200 branches. CONVERGED — results are stable.

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RED / BLUE / GREEN ADVERSARIAL DEBATE

Red Team (Adversary)

Attack vector: supply_disruption (exploits `inventory_buffer`, impact 13.8pt)

Red Team assesses that Vanguard's 'inventory_buffer' factor (score: 46) is the critical vulnerability. Attack vector: supply_disruption. Projected impact: 13.8 point degradation. Monte Carlo shows P(critical) = 11.4%, tail risk at 5th percentile = 29.0. Recommend aggressive exploitation of this axis.

Blue Team (Client Defense)

Intervention: diversify_suppliers (mitigation 8.3pt)

Blue Team counters: apply 'diversify_suppliers' (effect: -0.18) to harden 'inventory_buffer'. Projected mitigation: 8.3 points. Defense capability: reroute_logistics. Post-intervention Monte Carlo mean shifts from 58.2 to est. 40.2. Recommend immediate pre-positioning.

Green Team (Neutral / Exogenous)

Exogenous event: regulator_intervention (intervention probability 33%)

Green Team evaluates: exogenous event 'regulator_intervention' has 33% probability of materializing. Green intervention likely — may alter balance. Balance assessment: 58.2 mean with 17.8 std. System in disequilibrium.

Move-by-Move (3 turns)

Turn	Red action	Blue response	Green reaction	ΔScore
1	supply_disruption	reroute_logistics	regulator_intervention	-4.4
2	supply_disruption	buffer_stock	insurance_backstop	-2.8
3	supply_disruption	buffer_stock	insurance_backstop	+0.4

Consensus: CONTINGENCY REQUIRED

Consensus: CONTINGENCY REQUIRED. Net risk after Red-Blue-Green debate: 63.7. Red impact (13.8) vs Blue mitigation (8.3) → Red dominates. Green intervenes.

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SENSITIVITY ANALYSIS (TORNADO)

Variable	Swing (pts)	Low → High
base_score	38.1	30 → 70 (37.4 → 75.5)
signal_shock	11.4	2.786666666666666 → 12.786666666666665 (51.8 → 63.1)
volatility	3.2	26.016000000000002 → 21.68 (56.2 → 59.4)

Most sensitive variable: base_score (swing: 38.1 points). Model stability: UNSTABLE — high parameter sensitivity.

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SYSTEM DYNAMICS (STOCK/FLOW)

Final risk: 41.4 (initial 50) over 100 steps

Signals detected: 6 | Interventions applied: 6

Detection efficiency: 6.0% | Intervention efficiency: 100.0%

Equilibrium risk: 39.9

System dynamics: risk decreased from 50 to 41.4 over 100 steps. Detection rate: 6.0%. Intervention rate: 100.0%.

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ABNORMALITY DETECTION & BALANCE

Abnormality: Simulation diverges from reality by 8.2 points (0.5σ). Normal — model aligns with reality.

Balance: near equilibrium — moderate fluctuation (phase: fluctuation)

Meadows leverage points:

Leverage point	Level	Effect
Constants and parameters	12	Adjust signal thresholds and alert sensitivity.
Feedback loop delays	9	Reduce time between signal detection and response.
Structure of material flows	5	Redesign information flow between INT disciplines.
Rules of the system	3	Change authority levels and escalation triggers.
Goal of the system	1	Reframe from 'monitoring' to 'anticipatory positioning'.

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AGENT-BASED CASCADE (ABM)

- Agents: 50	Mean health: 0.146 (σ 0.175)
- Cascade events: 43	Target agent health: 0.037

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6-DIMENSION RISK SCORECARD

Dimension	Score (1-5)	Rationale
Exposure	4	Simulation std 17.8pt across 500 branches
Velocity	4	Supply Chain Disruption propagates in days-to-weeks
Severity	4	P(critical) 11.4%
Confidence	4	60 real signals underpinning the run
Reversibility	3	Interventions (scenario library) can reduce net risk
Contagion	4	P(high) 43.6% — cascade risk via ABM: 43 events
Composite Risk	23/30 — HIGH	Mean 58.2, σ 17.8, P(crit) 11.4%

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RECOMMENDED ACTIONS

Intervention ladder (by impact):

- `diversify_suppliers` — effect -0.18 on factor scores - `legal_restructure` — effect -0.15 on factor scores - `increase_inventory` — effect -0.12 on factor scores - `do_nothing` — effect +0.00 on factor scores

Blue Team priority: deploy `diversify_suppliers` with 8.3pt expected mitigation.

Model driver: `base_score` dominates outcomes (swing 38.1pt) — monitor it first.

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FALSIFICATION CONDITIONS

If the observed Forreast Score of Vanguard stays within 1σ of the simulated mean (58.2 ± 17.8) for 90 days, the model's predictive value is confirmed.

If R-hat exceeds 1.1 on the next run, the branch count (500) must be increased.

If real signal volume drops to zero and the run falls back to name-hash factors, the report is a hypothesis, not an evidence-based assessment — re-run after signal recovery.

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Generated by Forreast Intelligence — WorldDuplicate 1000-branch wargaming engine. Montis Sapientia, Fluminis Vis.