4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77618.76,
"bookDepthUsd": 939000,
"estBumpBpsOn250kClip": 7.6,
"estPriceBumpUsd": 58.99,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2265.48,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.44,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.64,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.2487,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.07554,
"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": 157,
"rejected": 18,
"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": 54,
"rejected": 5,
"trades": 49,
"officialSettledTrades": 49,
"pendingSettlementTrades": 0,
"winRatePct": 18.4,
"netDollars": -84.28,
"proxyWinRatePct": 18.4,
"proxyNetDollars": -84.28,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 67.62,
"status": "ARMED_ACTIVE"
},
"SURE_THING_GRIND": {
"triggers": 14,
"rejected": 5,
"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": 36,
"rejected": 8,
"trades": 28,
"officialSettledTrades": 28,
"pendingSettlementTrades": 0,
"winRatePct": 32.1,
"netDollars": 128.42,
"proxyWinRatePct": 42.9,
"proxyNetDollars": 289.42,
"makerTouches": 17,
"makerStrictCrosses": 17,
"touchHypotheticalNetDollars": 85.91,
"rolling20Dollars": 211.93,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77618.76,
"buy15sUsd": 79344,
"sell15sUsd": 7130,
"net15sUsd": 72214,
"imbalancePct": 83.5,
"rvol15s": 5.86,
"ret3mBps": -0.67
},
"ETH": {
"px": 2265.48,
"buy15sUsd": 18498,
"sell15sUsd": 7641,
"net15sUsd": 10858,
"imbalancePct": 41.5,
"rvol15s": 0.97,
"ret3mBps": 1.28
},
"SOL": {
"px": 95.44,
"buy15sUsd": 5535,
"sell15sUsd": 309,
"net15sUsd": 5227,
"imbalancePct": 89.4,
"rvol15s": 0.58,
"ret3mBps": 2.1
},
"XRP": {
"px": 1.2487,
"buy15sUsd": 4512,
"sell15sUsd": 3520,
"net15sUsd": 992,
"imbalancePct": 12.4,
"rvol15s": 0.8,
"ret3mBps": 0
},
"DOGE": {
"px": 0.07554,
"buy15sUsd": 0,
"sell15sUsd": 0,
"net15sUsd": 0,
"imbalancePct": 0,
"rvol15s": 0,
"ret3mBps": -2.65
}
}
}