4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77824.42,
"bookDepthUsd": 97500,
"estBumpBpsOn250kClip": 33.2,
"estPriceBumpUsd": 258.38,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2264.35,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 94.76,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.63,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.25014,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.0756504,
"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": 16,
"rejected": 2,
"trades": 14,
"officialSettledTrades": 14,
"pendingSettlementTrades": 0,
"winRatePct": 71.4,
"netDollars": 10.36,
"proxyWinRatePct": 64.3,
"proxyNetDollars": -3.64,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 10.36,
"status": "SHADOW_INSUFFICIENT_SAMPLES"
},
"FAST_IGNITION": {
"triggers": 182,
"rejected": 24,
"trades": 158,
"officialSettledTrades": 158,
"pendingSettlementTrades": 0,
"winRatePct": 61.4,
"netDollars": -27.11,
"proxyWinRatePct": 63.3,
"proxyNetDollars": 14.89,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 9.32,
"status": "ARMED_ACTIVE"
},
"BOTTOM_FLIP": {
"triggers": 63,
"rejected": 7,
"trades": 56,
"officialSettledTrades": 56,
"pendingSettlementTrades": 0,
"winRatePct": 17.9,
"netDollars": -105.68,
"proxyWinRatePct": 17.9,
"proxyNetDollars": -112.68,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 22.6,
"status": "ARMED_ACTIVE"
},
"SURE_THING_GRIND": {
"triggers": 16,
"rejected": 6,
"trades": 10,
"officialSettledTrades": 10,
"pendingSettlementTrades": 0,
"winRatePct": 80,
"netDollars": -9.51,
"proxyWinRatePct": 90,
"proxyNetDollars": 1.49,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -9.51,
"status": "SHADOW_INSUFFICIENT_SAMPLES"
},
"JEFF_BRAIN_FADE": {
"triggers": 51,
"rejected": 8,
"trades": 43,
"officialSettledTrades": 42,
"pendingSettlementTrades": 1,
"winRatePct": 26.2,
"netDollars": 81.95,
"proxyWinRatePct": 34.9,
"proxyNetDollars": 272.5,
"makerTouches": 24,
"makerStrictCrosses": 24,
"touchHypotheticalNetDollars": 124.2,
"rolling20Dollars": 21.93,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77824.42,
"buy15sUsd": 72636,
"sell15sUsd": 60083,
"net15sUsd": 12553,
"imbalancePct": 9.5,
"rvol15s": 7.68,
"ret3mBps": -1.68
},
"ETH": {
"px": 2264.35,
"buy15sUsd": 3050,
"sell15sUsd": 60,
"net15sUsd": 2990,
"imbalancePct": 96.2,
"rvol15s": 0.31,
"ret3mBps": -1.15
},
"SOL": {
"px": 94.76,
"buy15sUsd": 2821,
"sell15sUsd": 5847,
"net15sUsd": -3026,
"imbalancePct": 34.9,
"rvol15s": 0.87,
"ret3mBps": -5.27
},
"XRP": {
"px": 1.25014,
"buy15sUsd": 425,
"sell15sUsd": 524,
"net15sUsd": -99,
"imbalancePct": 10.4,
"rvol15s": 0.09,
"ret3mBps": 0.08
},
"DOGE": {
"px": 0.0756504,
"buy15sUsd": 0,
"sell15sUsd": 0,
"net15sUsd": 0,
"imbalancePct": 0,
"rvol15s": 0,
"ret3mBps": 1.37
}
}
}