When Stagewise Truthfulness Fails to Compose in Adaptive Ensembles

Prototyped and proposed prediction ensembles settle contributor payments by marginal contribution after labels arrive, and adapt serving weights on the same measurements. We show that delayed settlement turns adaptive allocation into unpriced intertemporal influence. For any smooth strictly proper settlement: with no allocation stake, stagewise truthfulness composes exactly; with one, first-order truthfulness holds precisely when the unpriced rent gradient vanishes on the simplex tangent space, and otherwise farming — misreporting to capture future serving weight — is first-order profitable and, under the stated curvature conditions, deviations inside a history-conditional cushion (the Hessian-induced ellipsoid of deviation sizes) induce a law inside the composite null of every anytime-safe own-stream detector. Coupling a sound detector to automatic reallocation can make matters worse — a framing deviator can have an honest peer correctly excluded and inherit its weight (demonstrated end-to-end on an engineered extended-horizon replay), with cascades at every $n\ge 3$ under the stated exclusion semantics — and a trust region on published weights restores a $\sqrt{\tau }$ best-response bound, though a preregistered practical-remedy gate fails on the raw trace. Empirically, in a semi-synthetic replay family over $96$ preregistered operating points, the rent gradient is confirmed nonzero in all six top-screened cells at disjoint-seed Bonferroni-corrected intervals (including under the deployed weight map on both traces), though all six share one deviating agent and, on one trace, the confirmed interval covers zero once the pool grows to five contributors; in a follow-up round frozen after the preregistered sizes failed, the sustained deviation at the total-curvature-optimal size is profitable at $\kappa =1$, where $\kappa$ prices one unit of serving weight in units of settlement, while the deployed detector stays silent; the stage envelope's moment condition certifiably fails on both raw traces and in every preregistered time segment; and a prespecified anti-pool audit (reporting away from the pooled mean) on the raw trace raises settlement income and allocation rent undetected, reported as a deployment vulnerability rather than as peer-channel validation. We conclude that adaptive allocation belongs inside the mechanism design, on the same footing as the payment rule.