4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77653.59,
"bookDepthUsd": 1200000,
"estBumpBpsOn250kClip": 6.5,
"estPriceBumpUsd": 50.47,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2264.77,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.48,
"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": 0.0754543,
"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": 161,
"rejected": 19,
"trades": 142,
"officialSettledTrades": 142,
"pendingSettlementTrades": 0,
"winRatePct": 61.3,
"netDollars": -25.22,
"proxyWinRatePct": 63.4,
"proxyNetDollars": 15.78,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -36.08,
"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": 39,
"rejected": 8,
"trades": 31,
"officialSettledTrades": 31,
"pendingSettlementTrades": 0,
"winRatePct": 29,
"netDollars": 96.98,
"proxyWinRatePct": 38.7,
"proxyNetDollars": 257.98,
"makerTouches": 19,
"makerStrictCrosses": 19,
"touchHypotheticalNetDollars": 97.02,
"rolling20Dollars": 161.95,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77654.79,
"buy15sUsd": 3863,
"sell15sUsd": 5,
"net15sUsd": 3858,
"imbalancePct": 99.7,
"rvol15s": 0.39,
"ret3mBps": 0.58
},
"ETH": {
"px": 2264.77,
"buy15sUsd": 287,
"sell15sUsd": 1,
"net15sUsd": 286,
"imbalancePct": 99.2,
"rvol15s": 0.03,
"ret3mBps": -0.09
},
"SOL": {
"px": 95.48,
"buy15sUsd": 28659,
"sell15sUsd": 311,
"net15sUsd": 28348,
"imbalancePct": 97.9,
"rvol15s": 2.9,
"ret3mBps": 1.05
},
"XRP": {
"px": 1.2487,
"buy15sUsd": 53205,
"sell15sUsd": 196631,
"net15sUsd": -143426,
"imbalancePct": 57.4,
"rvol15s": 24.98,
"ret3mBps": 4.01
},
"DOGE": {
"px": 0.0754543,
"buy15sUsd": 1355,
"sell15sUsd": 0,
"net15sUsd": 1355,
"imbalancePct": 100,
"rvol15s": 0.14,
"ret3mBps": 0
}
}
}