4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77666.06,
"bookDepthUsd": 1028500,
"estBumpBpsOn250kClip": 7.2,
"estPriceBumpUsd": 55.92,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2262.92,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.37,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.64,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.2517,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.0757,
"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": 14,
"rejected": 2,
"trades": 12,
"officialSettledTrades": 12,
"pendingSettlementTrades": 0,
"winRatePct": 66.7,
"netDollars": -4.35,
"proxyWinRatePct": 75,
"proxyNetDollars": 12.65,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -4.35,
"status": "SHADOW_INSUFFICIENT_SAMPLES"
},
"FAST_IGNITION": {
"triggers": 162,
"rejected": 19,
"trades": 143,
"officialSettledTrades": 143,
"pendingSettlementTrades": 0,
"winRatePct": 60.8,
"netDollars": -35.36,
"proxyWinRatePct": 62.9,
"proxyNetDollars": 5.64,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -36.35,
"status": "SHADOW_PAPER"
},
"BOTTOM_FLIP": {
"triggers": 56,
"rejected": 5,
"trades": 51,
"officialSettledTrades": 51,
"pendingSettlementTrades": 0,
"winRatePct": 17.6,
"netDollars": -105.26,
"proxyWinRatePct": 17.6,
"proxyNetDollars": -105.26,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 67.63,
"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": 40,
"rejected": 8,
"trades": 32,
"officialSettledTrades": 32,
"pendingSettlementTrades": 0,
"winRatePct": 28.1,
"netDollars": 86.55,
"proxyWinRatePct": 37.5,
"proxyNetDollars": 247.55,
"makerTouches": 19,
"makerStrictCrosses": 19,
"touchHypotheticalNetDollars": 97.02,
"rolling20Dollars": 162.08,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77666.06,
"buy15sUsd": 4841,
"sell15sUsd": 125,
"net15sUsd": 4716,
"imbalancePct": 95,
"rvol15s": 0.26,
"ret3mBps": 4.51
},
"ETH": {
"px": 2262.92,
"buy15sUsd": 114,
"sell15sUsd": 0,
"net15sUsd": 114,
"imbalancePct": 100,
"rvol15s": 0,
"ret3mBps": 5.57
},
"SOL": {
"px": 95.37,
"buy15sUsd": 233,
"sell15sUsd": 318,
"net15sUsd": -85,
"imbalancePct": 15.4,
"rvol15s": 0.04,
"ret3mBps": 4.2
},
"XRP": {
"px": 1.2517,
"buy15sUsd": 0,
"sell15sUsd": 3719,
"net15sUsd": -3719,
"imbalancePct": 100,
"rvol15s": 0.3,
"ret3mBps": 6.4
},
"DOGE": {
"px": 0.0757,
"buy15sUsd": 0,
"sell15sUsd": 0,
"net15sUsd": 0,
"imbalancePct": 0,
"rvol15s": 0,
"ret3mBps": 8.09
}
}
}