Survivor Dataset Analysis: The False Positive Test for K_crit

False positive test for the K_crit threshold. Analysis of 1000 non-collapsed institutions across six domains (large banks, regional banks, corporates, sovereigns, insurance, asset managers). Results: 960 institutions (96%) never crossed K_crit ≈ 0.127; 40 institutions (4%) crossed but recovered via operator-level restructuring consistent with Recursive Constraint Regulation (RCR). Combined dataset of 1052 institutions shows zero false negatives — no collapse without K_crit crossing first. Classifier achieves recall = 1.000, precision = 0.565, ROC reaches TPR = 1.000 at FPR = 0.040. The Collapse Inevitability Theorem (CIT) is not falsified by the survivor dataset.