4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77569.59,
"bookDepthUsd": 712000,
"estBumpBpsOn250kClip": 9.1,
"estPriceBumpUsd": 70.59,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2262.4,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.58,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.64,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.2531,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.07571,
"bookDepthUsd": 110000,
"estBumpBpsOn250kClip": 119.9,
"estPriceBumpUsd": 0.0009,
"venue": "Kalshi / Poly"
},
"GOLD_GC": {
"price": 2785.4,
"bookDepthUsd": 650000,
"estBumpBpsOn250kClip": 5.6,
"estPriceBumpUsd": 1.56,
"venue": "CME / Kalshi Bracket"
},
"CRUDE_OIL_CL": {
"price": 71.25,
"bookDepthUsd": 380000,
"estBumpBpsOn250kClip": 26,
"estPriceBumpUsd": 0.19,
"venue": "NYMEX / Kalshi Bracket"
},
"PALLADIUM_PA": {
"price": 1142,
"bookDepthUsd": 65000,
"estBumpBpsOn250kClip": 180,
"estPriceBumpUsd": 20.56,
"venue": "NYMEX Thin-Book Sweep"
}
},
"moduleFitness": {
"LOW_VOL_PIN": {
"triggers": 12,
"rejected": 2,
"trades": 10,
"officialSettledTrades": 10,
"pendingSettlementTrades": 0,
"winRatePct": 70,
"netDollars": -0.65,
"proxyWinRatePct": 80,
"proxyNetDollars": 16.35,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -0.65,
"status": "SHADOW_INSUFFICIENT_SAMPLES"
},
"FAST_IGNITION": {
"triggers": 156,
"rejected": 17,
"trades": 139,
"officialSettledTrades": 139,
"pendingSettlementTrades": 0,
"winRatePct": 61.2,
"netDollars": -31.57,
"proxyWinRatePct": 63.3,
"proxyNetDollars": 9.43,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -71.9,
"status": "SHADOW_PAPER"
},
"BOTTOM_FLIP": {
"triggers": 53,
"rejected": 5,
"trades": 48,
"officialSettledTrades": 48,
"pendingSettlementTrades": 0,
"winRatePct": 16.7,
"netDollars": -116.85,
"proxyWinRatePct": 16.7,
"proxyNetDollars": -116.85,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 24.58,
"status": "ARMED_ACTIVE"
},
"SURE_THING_GRIND": {
"triggers": 13,
"rejected": 4,
"trades": 9,
"officialSettledTrades": 9,
"pendingSettlementTrades": 0,
"winRatePct": 77.8,
"netDollars": -10.85,
"proxyWinRatePct": 88.9,
"proxyNetDollars": 0.15,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -10.85,
"status": "SHADOW_INSUFFICIENT_SAMPLES"
},
"JEFF_BRAIN_FADE": {
"triggers": 35,
"rejected": 8,
"trades": 27,
"officialSettledTrades": 27,
"pendingSettlementTrades": 0,
"winRatePct": 29.6,
"netDollars": 95.85,
"proxyWinRatePct": 40.7,
"proxyNetDollars": 256.85,
"makerTouches": 16,
"makerStrictCrosses": 16,
"touchHypotheticalNetDollars": 81.29,
"rolling20Dollars": 168.93,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77569.59,
"buy15sUsd": 1838,
"sell15sUsd": 1142,
"net15sUsd": 696,
"imbalancePct": 23.4,
"rvol15s": 0.14,
"ret3mBps": 0.59
},
"ETH": {
"px": 2262.4,
"buy15sUsd": 3993,
"sell15sUsd": 1168,
"net15sUsd": 2825,
"imbalancePct": 54.7,
"rvol15s": 0.11,
"ret3mBps": 0
},
"SOL": {
"px": 95.58,
"buy15sUsd": 597,
"sell15sUsd": 3733,
"net15sUsd": -3136,
"imbalancePct": 72.4,
"rvol15s": 0.37,
"ret3mBps": -3.14
},
"XRP": {
"px": 1.2531,
"buy15sUsd": 799,
"sell15sUsd": 419,
"net15sUsd": 380,
"imbalancePct": 31.2,
"rvol15s": 0.1,
"ret3mBps": -4.79
},
"DOGE": {
"px": 0.07571,
"buy15sUsd": 0,
"sell15sUsd": 0,
"net15sUsd": 0,
"imbalancePct": 100,
"rvol15s": 0,
"ret3mBps": 2.55
}
}
}