4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77851.44,
"bookDepthUsd": 1132500,
"estBumpBpsOn250kClip": 6.7,
"estPriceBumpUsd": 52.16,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2265.83,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.23,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.17,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.63,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.2469,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.0755305,
"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": 167,
"rejected": 20,
"trades": 147,
"officialSettledTrades": 147,
"pendingSettlementTrades": 0,
"winRatePct": 60.5,
"netDollars": -44.28,
"proxyWinRatePct": 62.6,
"proxyNetDollars": -3.28,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -55.31,
"status": "SHADOW_PAPER"
},
"BOTTOM_FLIP": {
"triggers": 57,
"rejected": 5,
"trades": 52,
"officialSettledTrades": 52,
"pendingSettlementTrades": 0,
"winRatePct": 19.2,
"netDollars": -63.71,
"proxyWinRatePct": 17.3,
"proxyNetDollars": -115.71,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": 74.63,
"status": "ARMED_ACTIVE"
},
"SURE_THING_GRIND": {
"triggers": 15,
"rejected": 5,
"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": 45,
"rejected": 8,
"trades": 37,
"officialSettledTrades": 37,
"pendingSettlementTrades": 0,
"winRatePct": 29.7,
"netDollars": 134.24,
"proxyWinRatePct": 35.1,
"proxyNetDollars": 240.24,
"makerTouches": 21,
"makerStrictCrosses": 21,
"touchHypotheticalNetDollars": 107.9,
"rolling20Dollars": 114.07,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77851.44,
"buy15sUsd": 3072,
"sell15sUsd": 125,
"net15sUsd": 2946,
"imbalancePct": 92.2,
"rvol15s": 0.04,
"ret3mBps": -2.09
},
"ETH": {
"px": 2265.83,
"buy15sUsd": 5546,
"sell15sUsd": 2998,
"net15sUsd": 2548,
"imbalancePct": 29.8,
"rvol15s": 0.22,
"ret3mBps": -1.54
},
"SOL": {
"px": 95.17,
"buy15sUsd": 330,
"sell15sUsd": 4510,
"net15sUsd": -4180,
"imbalancePct": 86.4,
"rvol15s": 0.32,
"ret3mBps": -4.2
},
"XRP": {
"px": 1.2469,
"buy15sUsd": 101,
"sell15sUsd": 338,
"net15sUsd": -237,
"imbalancePct": 53.9,
"rvol15s": 0.04,
"ret3mBps": -12.02
},
"DOGE": {
"px": 0.0755305,
"buy15sUsd": 0,
"sell15sUsd": 8,
"net15sUsd": -8,
"imbalancePct": 100,
"rvol15s": 0,
"ret3mBps": -5.23
}
}
}