High Confidence Is Not Decision Maturity: Detecting Premature Financial Decisions Before Evidence Reverses Them

Financial fraud systems are usually judged by how accurately they classify a transaction, yet operational decisions are often made before all relevant evidence is available. A model can therefore be highly confident and still be premature. We develop Financial Decision Maturity (FDM), a decision-theoretic diagnostic that asks whether the action implied by current evidence is likely to remain unchanged after richer evidence arrives. We first formalize the distinction between posterior confidence and action stability, prove that current confidence does not identify maturity without assumptions on the future evidence kernel, and derive sharp coherence bounds on reversal probability. We then deliberately falsify the stronger claim that an FDM controller is generally superior: tuned confidence, entropy, value-of-information, and approximate optimal-stopping baselines can outperform it. This negative result motivates a narrower diagnostic question: among already high-confidence cases, can maturity identify decisions that will later reverse? On 590,540 IEEE-CIS transactions evaluated chronologically with leakage-safe point-in-time history, the preregistered gate passes at the core evidence stage. Maturity improves top-10% reversal precision by 0.0616 over confidence and 0.0548 over a supervised posterior-trajectory baseline, with both 95% clustered-bootstrap intervals strictly positive. Later-stage results are mixed, delimiting rather than weakening the contribution.