docs: cover all four examples in README + mdbook (#68)

The README Examples section only listed stock_anomalies.py, and the mdbook had
no examples coverage. Expand the README to all four examples (stock, journal,
polymarket, synergy) and add a "Worked examples" page to the book (new
docs/src/examples.md + SUMMARY entry) framing them as consuming the tq1
contract — with the agent-calc synergy as the "contracts composing" showcase.

Docs-only; the book's changelog is already an {{#include}} of CHANGELOG.md.

Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

Author: copyleftdev

README.md

@@ -116,10 +116,20 @@ Install: `cargo install anomalyx`.
 
 ## Examples
 
-[`examples/stock_anomalies.py`](examples/README.md) fetches a stock's history
-from Yahoo Finance and finds its anomalous trading days — or its distributional
-drift against another ticker — as a worked example of consuming the `tq1`
-envelope (handles mapped back to dates).
+Worked examples of *consuming the `tq1` contract* on real data — they parse the
+dense JSON envelope and map handles back to time, never scrape pretty text. See
+[`examples/`](examples/README.md) for details and how to run each.
+
+- [`stock_anomalies.py`](examples/README.md#stock_anomaliespy) — anomalous
+  trading days (and distributional drift vs. another ticker) from Yahoo Finance.
+- [`journal_anomalies.py`](examples/README.md#journal_anomaliespy) — anomalies in
+  the systemd journal, piped from `journalctl -o json`.
+- [`polymarket_anomalies.py`](examples/README.md#polymarket_anomaliespy) —
+  information shocks and odds regime shifts in a Polymarket prediction market.
+- [`synergy_market.py`](examples/README.md#synergy_marketpy) — anomalyx paired
+  with [`agent-calc`](https://github.com/copyleftdev/agent-calc): anomalyx
+  *finds* the anomalies, the exact-math kernel *proves* what they mean (tail
+  probability, a t-test across the regime break, exact correlations).
 
 ## Anomaly taxonomy
 

docs/src/SUMMARY.md

@@ -12,6 +12,7 @@
 - [Validation against NIST](./validation.md)
 - [Architecture](./architecture.md)
 - [Quality gates](./gates.md)
+- [Worked examples](./examples.md)
 
 ---
 

docs/src/examples.md

@@ -0,0 +1,44 @@
+# Worked examples
+
+The repository's [`examples/`](https://github.com/copyleftdev/anomalyx/tree/main/examples)
+directory holds small, runnable programs that use anomalyx on **real data**. They
+exist to demonstrate one thing the contract makes possible: an agent (or a
+30-line script) can *consume the `tq1` envelope directly* — parse the dense
+finding rows and the dict-pinned string table, then map each
+[handle](./envelope.md) back to a row, cell, or timestamp — rather than scraping
+human-readable text.
+
+They live outside the Cargo workspace and shell out to the installed `anomalyx`
+binary, so they have no effect on the build or the [quality gates](./gates.md).
+Each mirrors anomalyx's exit code (`0` clean, `1` anomalies, `2` error).
+
+## The examples
+
+| Example | Data | What it surfaces |
+|---|---|---|
+| `stock_anomalies.py` | Yahoo Finance daily history | anomalous trading days; distributional drift vs. another ticker |
+| `journal_anomalies.py` | `journalctl -o json` (systemd) | rare priorities, bursts, per-unit content spikes; drift between two windows |
+| `polymarket_anomalies.py` | Polymarket public APIs | information shocks (`point`/`mv`) and odds regime shifts (`coll.cusum`) |
+| `synergy_market.py` | Yahoo Finance + `agent-calc` | anomalyx *finds*; the exact-math kernel *proves* (tail probability, a t-test across the regime break, exact correlations) |
+
+Each maps the handle in every finding back to a calendar date / timestamp,
+so the output reads as *"this day, this column, this kind of deviation"*.
+
+## Contracts composing with contracts
+
+`synergy_market.py` is the clearest illustration of why a machine-readable
+contract matters. anomalyx is **descriptive and assumption-free** — it reports
+*which* days and regimes broke the pattern (`point.modz`, `mv.mahalanobis`,
+`coll.cusum`), never assuming a distribution. Its findings then flow, as typed
+JSON, straight into [`agent-calc`](https://github.com/copyleftdev/agent-calc) —
+a sibling contract-first CLI that does **exact** statistics: the return
+distribution's fat-tailed kurtosis, the worst day's tail probability under a
+fitted Gaussian (routinely *one-in-millions* — i.e. the naive risk model is what
+is broken), a two-sample *t*-test across the detected regime break (a real shift
+in the *mean*, or only the trajectory?), and exact correlations across a basket.
+
+Two executables, two contracts, no prose and no float drift in between — which is
+the whole thesis: *the executable is the contract.*
+
+See [`examples/README.md`](https://github.com/copyleftdev/anomalyx/blob/main/examples/README.md)
+for the exact commands and prerequisites.