diff --git a/src/Core/AntiSybil.fs b/src/Core/AntiSybil.fs
index 937cf662b3..4109249da2 100644
--- a/src/Core/AntiSybil.fs
+++ b/src/Core/AntiSybil.fs
@@ -198,10 +198,89 @@ module AntiSybil =
     /// P(Ŝ − E[Ŝ] ≥ ε) ≤ exp(−n·ε²/32) ⇒ ε(n, δ) = sqrt(32·ln(1/δ)/n).
     /// Scope: per-round-independent local strategies (shared λ i.i.d. across
     /// rounds); Hoeffding 1963, finite-statistics DI lineage Pironio et al. 2010.
+    /// **⚠ Caveat (a):** this i.i.d. margin OVER-convicts on autocorrelated
+    /// streams (real commit/message bursts) — use `chshMarginAutocorr` /
+    /// `chshSybilAutocorrCalibrated` there. See the block comment below.
     let chshMargin (delta: float) (rounds: int) : float =
         if rounds <= 0 || delta <= 0.0 || delta >= 1.0 then infinity
         else sqrt (32.0 * log (1.0 / delta) / float rounds)
 
+    // ═══ Caveat (a): the i.i.d. margin over-convicts on AUTOCORRELATED streams ═══════════════════════
+    // `chshMargin` assumes per-round-independent λ (its own scope note). Real commit / message streams
+    // autocorrelate (author bursts, topic runs), so the EFFECTIVE sample size n_eff < n and the true
+    // margin is LARGER than the i.i.d. one — the shipped margin is optimistic and over-convicts (falsely
+    // collapses honest-but-autocorrelated identities into one source). Model chosen (the math-team call
+    // per the Caveat-A handoff): the AR(1) effective-sample correction (Soraya's candidate #1), soundness-
+    // biased. Concentration CORRECTNESS (the monotonicity obligations) is Soraya's to prove formally;
+    // these are the model + estimator. Anchors: Newey–West 1987 (long-run variance under dependence);
+    // Kontorovich–Ramanan 2008 (concentration for mixing sequences).
+    // Doc: docs/research/2026-08-02-caveat-a-chsh-margin-autocorrelation-math-team-handoff-*.
+
+    /// **Lag-1 autocorrelation** `ρ₁` of a series (Pearson between `xₜ` and `xₜ₊₁`). `0.0` for a
+    /// constant or too-short (`< 2`) series — no dependence to correct for.
+    let lag1Autocorr (series: float list) : float =
+        let x = List.toArray series
+        let n = x.Length
+        if n < 2 then
+            0.0
+        else
+            let mean = Array.average x
+            let denom = x |> Array.sumBy (fun v -> (v - mean) * (v - mean))
+            if denom <= 1e-12 then
+                0.0 // constant series ⇒ no autocorrelation to speak of
+            else
+                let num = [ for t in 0 .. n - 2 -> (x.[t] - mean) * (x.[t + 1] - mean) ] |> List.sum
+                num / denom
+
+    /// The round-ordered **±1 outcome-product series** that feeds the CHSH buckets:
+    /// `prodₜ = sign(aₜ.Outcome) · sign(bₜ.Outcome)` (truncated to the shorter stream). Its
+    /// autocorrelation is what drives `n_eff`.
+    let outcomeProductSeries (a: ChshRound list) (b: ChshRound list) : float list =
+        let n = min (List.length a) (List.length b)
+        List.zip (List.truncate n a) (List.truncate n b)
+        |> List.map (fun (ra, rb) -> float (sign ra.Outcome * sign rb.Outcome))
+
+    /// Largest `ρ₁⁺` we act on (cap below 1 so `n_eff` never collapses to exactly 0 / the margin never
+    /// hard-overflows before the `< 1` guard).
+    [<Literal>]
+    let private RhoMax = 0.999
+
+    /// **Effective sample size** under lag-1 (AR(1)-style) dependence:
+    /// `n_eff = n · (1 − ρ₁⁺) / (1 + ρ₁⁺)`, with `ρ₁⁺ = clamp ρ₁ to [0, RhoMax]`. **Positive**
+    /// autocorrelation shrinks `n_eff` (⇒ a larger, sound margin); **negative** autocorrelation is
+    /// treated as `0` (no optimistic bonus — soundness-biased). **`n_eff ≤ n` always, equality iff
+    /// `ρ₁ ≤ 0`** — the monotonicity obligation Soraya proves.
+    let effectiveSampleSize (n: int) (rho1: float) : float =
+        let r = min RhoMax (max 0.0 rho1)
+        float n * (1.0 - r) / (1.0 + r)
+
+    /// The **autocorrelation-corrected CHSH margin**: substitute `n_eff` (from the pair's own
+    /// outcome-product autocorrelation) for `n` in the Hoeffding ε. On an i.i.d. stream (`ρ₁ ≤ 0`) it
+    /// **equals** `chshMargin delta n`; on a positively-autocorrelated stream it is strictly **larger**
+    /// (`n_eff < n`) — the sound correction for Caveat (a). Takes the actual streams (not just `n`)
+    /// because `ρ₁` depends on the outcomes. `n_eff < 1` ⇒ `infinity` (no effective power ⇒ never convict).
+    let chshMarginAutocorr (delta: float) (a: ChshRound list) (b: ChshRound list) : float =
+        let series = outcomeProductSeries a b
+        let n = List.length series
+        let nEff = effectiveSampleSize n (lag1Autocorr series)
+        if nEff < 1.0 || delta <= 0.0 || delta >= 1.0 then infinity
+        else sqrt (32.0 * log (1.0 / delta) / nEff)
+
+    /// **Approximate-stationarity gate** (Soraya's candidate #2): the outcome-product series' first-half
+    /// and second-half means differ by `≤ tol`. Crude but honest — a NON-stationary window must
+    /// **downgrade to non-convicting** (never upgrade to evidence), because `n_eff` assumes a stable
+    /// dependence structure. Series shorter than 2 count as stationary (nothing to compare).
+    let isApproxStationary (tol: float) (series: float list) : bool =
+        let x = List.toArray series
+        let n = x.Length
+        if n < 2 then
+            true
+        else
+            let h = n / 2
+            let m1 = x.[0 .. h - 1] |> Array.average
+            let m2 = x.[h..] |> Array.average
+            abs (m1 - m2) <= tol
+
     /// The CALIBRATED CHSH identity oracle: conviction at `2 + ε(n, δ)` with the
     /// pair's own run length, so an honestly-local pair at the bound is falsely
     /// convicted with probability ≤ δ (per pair) — the sound default the bare-
@@ -234,6 +313,44 @@ module AntiSybil =
           SourceOf = sourceOf
           AllDistinct = distinct = k }
 
+    /// The **autocorrelation-calibrated** CHSH sybil oracle — the sound default for streams that may
+    /// autocorrelate (Caveat (a)). Two changes vs `chshSybilCalibrated`: (1) conviction at
+    /// `2 + chshMarginAutocorr` (each pair's own `n_eff`), and (2) a pair whose outcome-product series is
+    /// NOT approximately stationary **downgrades to non-convicting** (never evidence). Because
+    /// `marginAutocorr ≥ marginᵢᵢᵈ` and the stationarity gate only ever *removes* convictions, this is
+    /// **strictly more conservative** than `chshSybilCalibrated` — it can only drop FALSE collapses of
+    /// honest-but-autocorrelated identities, never add new ones. Same one-way inference (convicts sameness,
+    /// never acquits) and determinism (DST §7). `stationarityTol` in `[0, 2]` (product means live in
+    /// `[-1, 1]`); a smaller tol downgrades more aggressively.
+    let chshSybilAutocorrCalibrated (delta: float) (stationarityTol: float) (streams: ChshRound list list) : SybilVerdict =
+        let k = List.length streams
+        let arr = List.toArray streams
+        let parent = Array.init k id
+        let rec find i = if parent.[i] = i then i else (let r = find parent.[i] in parent.[i] <- r; r)
+        let union i j = let ri, rj = find i, find j in if ri <> rj then parent.[ri] <- rj
+
+        for i in 0 .. k - 1 do
+            for j in i + 1 .. k - 1 do
+                let series = outcomeProductSeries arr.[i] arr.[j]
+                // Stationarity gate first: a non-stationary window is Unmeasured, never convicting.
+                if isApproxStationary stationarityTol series
+                   && abs (chshS arr.[i] arr.[j]) > 2.0 + chshMarginAutocorr delta arr.[i] arr.[j] then
+                    union i j
+
+        let roots = [ 0 .. k - 1 ] |> List.map find
+        let canon =
+            roots
+            |> List.distinct
+            |> List.mapi (fun id r -> r, id)
+            |> Map.ofList
+        let sourceOf = roots |> List.mapi (fun i r -> i, canon.[r]) |> Map.ofList
+        let distinct = canon.Count
+
+        { ClaimedCount = k
+          DistinctCount = distinct
+          SourceOf = sourceOf
+          AllDistinct = distinct = k }
+
     [<Literal>]
     let SeamName = "sim"
 
diff --git a/tests/Tests.FSharp/AntiSybil.Tests.fs b/tests/Tests.FSharp/AntiSybil.Tests.fs
index 134ed74fb6..9817fb1f19 100644
--- a/tests/Tests.FSharp/AntiSybil.Tests.fs
+++ b/tests/Tests.FSharp/AntiSybil.Tests.fs
@@ -272,3 +272,46 @@ let ``THE FIX, DEMONSTRATED: chshSybilCalibrated acquits the λ-mixing innocents
     Assert.Equal(1, v.DistinctCount)
     let ia, ib = independentPair 107 109 4096
     Assert.True((chshSybilCalibrated 0.01 [ ia; ib ]).AllDistinct)
+
+// ═══ Caveat (a): autocorrelation-corrected CHSH margin ════════════════════════════════════════════════
+
+[<Fact>]
+let ``lag1Autocorr: constant is 0, alternating is strongly negative, runs are positive`` () =
+    Assert.Equal(0.0, lag1Autocorr [ 1.0; 1.0; 1.0; 1.0 ]) // constant ⇒ no autocorrelation
+    Assert.True(lag1Autocorr [ 1.0; -1.0; 1.0; -1.0; 1.0; -1.0 ] < 0.0) // anti-correlated
+    Assert.True(lag1Autocorr [ 1.0; 1.0; 1.0; 1.0; -1.0; -1.0; -1.0; -1.0 ] > 0.0) // runs ⇒ positive
+
+[<Fact>]
+let ``effectiveSampleSize: n at rho<=0, strictly below n for rho>0, monotone decreasing`` () =
+    Assert.Equal(100.0, effectiveSampleSize 100 0.0) // rho 0 ⇒ n_eff = n
+    Assert.Equal(100.0, effectiveSampleSize 100 -0.5) // negative rho clamped to 0 ⇒ no optimistic bonus
+    Assert.True(effectiveSampleSize 100 0.5 < 100.0) // positive rho shrinks n_eff
+    Assert.True(effectiveSampleSize 100 0.8 < effectiveSampleSize 100 0.3) // monotone decreasing
+
+// THE soundness property: the corrected margin is NEVER smaller than the i.i.d. margin, and STRICTLY
+// larger on a positively-autocorrelated outcome-product stream (n_eff < n). This is the Caveat-(a) fix.
+[<Fact>]
+let ``chshMarginAutocorr: >= the iid margin always, and STRICTLY larger on autocorrelated products`` () =
+    let n = 64
+    // Runs product: a all +1, b in runs of 8 (+1.. then -1..) ⇒ product = b ⇒ positively autocorrelated.
+    let a = [ for _ in 1..n -> { Setting = 0; Outcome = 1 } ]
+    let bRuns = [ for i in 0 .. n - 1 -> { Setting = 0; Outcome = (if (i / 8) % 2 = 0 then 1 else -1) } ]
+    Assert.True(chshMarginAutocorr 0.05 a bRuns > chshMargin 0.05 n) // autocorrelated ⇒ strictly larger
+    // Alternating product (rho1 < 0 ⇒ clamped to 0 ⇒ n_eff = n) ⇒ EQUALS the i.i.d. margin.
+    let bAlt = [ for i in 0 .. n - 1 -> { Setting = 0; Outcome = (if i % 2 = 0 then 1 else -1) } ]
+    Assert.Equal(chshMargin 0.05 n, chshMarginAutocorr 0.05 a bAlt, 9)
+
+[<Fact>]
+let ``isApproxStationary: stable series passes, a mean-shift fails`` () =
+    Assert.True(isApproxStationary 0.1 [ 1.0; -1.0; 1.0; -1.0 ]) // both halves mean 0
+    Assert.False(isApproxStationary 0.5 [ 1.0; 1.0; 1.0; 1.0; -1.0; -1.0; -1.0; -1.0 ]) // mean 1 → -1
+
+// The oracle is STRICTLY more conservative: it can only keep MORE identities distinct (drop false
+// collapses), never fewer, than the i.i.d.-calibrated oracle — for any batch, any delta.
+[<Fact>]
+let ``chshSybilAutocorrCalibrated: never collapses MORE than the iid-calibrated oracle`` () =
+    let mk seed n = [ for i in 0 .. n - 1 -> { Setting = (bits seed n).[i]; Outcome = (if (bits (seed + 7) n).[i] = 1 then 1 else -1) } ]
+    let streams = [ mk 1 128; mk 2 128; mk 3 128; mk 1 128 ] // last is a replay of the first
+    let iid = chshSybilCalibrated 0.05 streams
+    let corrected = chshSybilAutocorrCalibrated 0.05 0.5 streams
+    Assert.True(corrected.DistinctCount >= iid.DistinctCount) // more conservative ⇒ >= distinct sources