Deterministic composite demand multiplier (centered 1.0, clamped [0.6,1.3]),
corrects a forecast for the macro regime, directional by market segment.
Heuristic named-constant weights over 4 backed sub-factors (rate / mortgage
rate / issuance / overdue) with weight renormalization over available inputs
(degraded gov/income/cpi/confidence drop out of num AND denom, not silently 0).
Segment-steepness modifier on rate-driven channels (expensive/large/investment
steeper-negative on rate↑; family/compact/liquid steeper-positive on rate↓).
Graceful empty -> 1.0/low. Pure, no LLM, no new SQL (reuses PR2 get_monthly_macro).
ADVISORY: not wired into any endpoint. 50 unit tests (forecasting/ total 191).
PR6/wiring follow-ups: gate lone-survivor renorm leverage under low confidence;
reconsider asymmetric favored-segment steepness (resilient on rate↑).
