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How this differs from other monetary proposals: a UBI pays a monthly cheque, but it is funded by taxes the same people pay — for a median earner it nets to roughly a wash. MMT’s jobs guarantee provides a paycheck for work, not wealth. Bitcoin, the Chicago Plan, and Friedman’s k-rule change who controls money creation but route none of it to citizens. The Citizens Standard is the only one that hands newly-created money to every citizen as locked, equal, rules-based wealth — on top of the same private savings (median 401(k) ~$95,642) and Social Security (~$24,953/yr) everyone already has.

Reading the modes: Floors differ because the modes issue different amounts into the floor — not because inflation erodes it. Mode B's is largest; Mode A issues less; Mode C pays more out as dividend, and dollars paid out don't compound for decades. But the wealth column undersells the dividend modes: cash is liquid, carries no market risk, and can go to debt, a home, or a credential — none of which an at-horizon total can see. Locking versus paying out is a trade-off, not a ranking, and the dividend can be funded at any inflation stance, including zero (Mode B already does), because the κ_d split is price-neutral. Figures are in constant launch-year dollars, so they miss each mode's effect on the purchasing power of wages and cash: Mode A is worth a little more than it looks, the inflationary modes a little less.

A supply shock cuts output for a span — the stagflation case, where output falls and prices rise — and it hits every system at once. None can pre-empt the first-round bump; what differs is the response. The Citizens Standard line is bounded and self-corrected — the floor cushions the hit and KI returns the price gap to target with no lag and no interest-rate channel (the same Proposition 6 mechanism the Tool 14 panel runs against 1980 and 2022) — so it holds lowest through the shock and snaps back to target the moment it passes. The Fed takes the full spike, then grinds it down with rate hikes — at the cost of the recession the Tool 14 panel quantifies. Bitcoin and the k-rule have no stabilizer, so the bump persists or overshoots; UBI and MMT accommodate it. Stylized; magnitudes illustrative.

Sources for historical sequences: Robert Shiller's annual real returns dataset (Yale, 1871-present). Great Depression: 1929-1944 produced ~1.5% annualized real return after the crash and recovery. 1970s Stagflation: 1966-1982 produced ~−1.0% annualized real return alongside ~7.5% CPI. Lost Decade: 2000-2009 produced ~−3% annualized real return. Each scenario applies these sequences as a contiguous bad period during the citizen's working life, then resumes long-run normal returns. The market-only 401(k) comparison is a working-life accumulation calibrated so its shock-free path reaches the Vanguard 2025 median ($95,642) at retirement, then re-run through the identical sequence at the same ages; only the return path changes, so the endpoint is measured, not assumed. It captures that contributions made just before a crash suffer most, which a static benchmark hides.

Mode Λ guardrails (Architecture §10): every multiplier, threshold, and reversion rate is formula-specified and publicly auditable — adaptive means the formula responds to observable data, not that anyone exercises judgment. K1 is capped at 2.0× base; combined issuance is capped at 3.5% of M2; the conditional KI issues 0–0.6% of M2 (split 60% to Stable Floors / 40% spendable), activates only on sustained deflation (>1.2%) or demographic stress with weak wage growth, and carries a 36-month sunset with mandatory reaffirmation. Governors above baseline revert at 25%/year once the trigger resolves. Floor figures are the paper's §10.6 results; the three negative-pop scenarios share the same governor path and differ only by equity return. Governor paths shown are illustrative of that response (cf. Figure 5). The Stable Floor line is accumulated from each scenario's own governor path, with the real return solved so the path lands exactly on the paper's §10.6 endpoint — so the three negative-pop scenarios share one governor path but separate on the floor line, which is precisely the capital-share difference (implied realizable return 4.91% high-α vs 3.40% low-α).

What the curve shows (Architecture §8). The gold line is Ω's derived inflation across real-growth rates for this economy: it holds at approximately zero wherever the growth-funded budget is positive. The teal line is the citizen dividend in local currency, which scales roughly linearly with growth. Near an economy's balance point the split is nearly flat (the budget size does the work); away from it the split moves more to keep prices pinned. The marked growth floor is the structural point where issuance ceases (real growth at K1's aggregate draw); below it the dividend budget is zero, Ω's trim-or-inject lever cannot act, and removing residual inflation requires active money retirement (Tool 14a), not Ω. Curve is computed live from this economy's calibration.

The closed form (Macro Model §5). Setting derived inflation to zero on a fixed split gives the stabilizing dividend share κ_d* ≈ (μ − 0.20) / 0.80 — a function of μ alone. The real-growth rate cancels: it enters both the money injected and the deflationary pull it must offset, so it drops out. Price stability under a fixed split is therefore a structural property of an economy's monetary plumbing, essentially independent of how fast it grows. What growth sets is the size of the dividend, not the split that keeps prices flat. Each dot is positioned by that economy's actual μ; the vertical line is the balance point where the fixed 60/40 split is itself stable (μ* ≈ 0.51, where the US sits). Mode Ω solves κ_d (and, above the balance point, adds KI) to bring every economy to the line.