4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77886.05,
"bookDepthUsd": 498500,
"estBumpBpsOn250kClip": 11.5,
"estPriceBumpUsd": 89.57,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2265.03,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 94.69,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.63,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.24926,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.07565,
"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": 190,
"rejected": 24,
"trades": 166,
"officialSettledTrades": 165,
"pendingSettlementTrades": 1,
"winRatePct": 60,
"netDollars": -67.94,
"proxyWinRatePct": 63.3,
"proxyNetDollars": 13.34,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -29.56,
"status": "SHADOW_PAPER"
},
"BOTTOM_FLIP": {
"triggers": 64,
"rejected": 7,
"trades": 57,
"officialSettledTrades": 57,
"pendingSettlementTrades": 0,
"winRatePct": 19.3,
"netDollars": -64.13,
"proxyWinRatePct": 19.3,
"proxyNetDollars": -71.13,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 74.64,
"status": "ARMED_ACTIVE"
},
"SURE_THING_GRIND": {
"triggers": 18,
"rejected": 8,
"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": 52,
"rejected": 8,
"trades": 44,
"officialSettledTrades": 44,
"pendingSettlementTrades": 0,
"winRatePct": 27.3,
"netDollars": 105.94,
"proxyWinRatePct": 34.1,
"proxyNetDollars": 261.94,
"makerTouches": 24,
"makerStrictCrosses": 24,
"touchHypotheticalNetDollars": 124.2,
"rolling20Dollars": -21.2,
"status": "SHADOW_PAPER"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77887.84,
"buy15sUsd": 14449,
"sell15sUsd": 32514,
"net15sUsd": -18065,
"imbalancePct": 38.5,
"rvol15s": 3.04,
"ret3mBps": -6.86
},
"ETH": {
"px": 2265.03,
"buy15sUsd": 4833,
"sell15sUsd": 12276,
"net15sUsd": -7443,
"imbalancePct": 43.5,
"rvol15s": 1.71,
"ret3mBps": -7.63
},
"SOL": {
"px": 94.69,
"buy15sUsd": 128,
"sell15sUsd": 3165,
"net15sUsd": -3037,
"imbalancePct": 92.3,
"rvol15s": 0.33,
"ret3mBps": -13.71
},
"XRP": {
"px": 1.24926,
"buy15sUsd": 389,
"sell15sUsd": 2449,
"net15sUsd": -2059,
"imbalancePct": 72.6,
"rvol15s": 0.28,
"ret3mBps": -3.92
},
"DOGE": {
"px": 0.07565,
"buy15sUsd": 15,
"sell15sUsd": 0,
"net15sUsd": 15,
"imbalancePct": 100,
"rvol15s": 0,
"ret3mBps": -2.05
}
}
}