4. Multi-Asset & Commodity Bump Matrix (BTC/ETH/SOL/XRP/DOGE + Gold/Oil/Palladium)
{
"multiAssetBumpMatrix": {
"BTC": {
"price": 77799.89,
"bookDepthUsd": 807000,
"estBumpBpsOn250kClip": 8.4,
"estPriceBumpUsd": 65.35,
"venue": "Kalshi 15m / Perps"
},
"ETH": {
"price": 2266.99,
"bookDepthUsd": 420000,
"estBumpBpsOn250kClip": 23.1,
"estPriceBumpUsd": 5.24,
"venue": "Kalshi 15m / Poly 5m"
},
"SOL": {
"price": 95.14,
"bookDepthUsd": 210000,
"estBumpBpsOn250kClip": 66.6,
"estPriceBumpUsd": 0.63,
"venue": "Kalshi 15m / Poly 5m"
},
"XRP": {
"price": 1.2532,
"bookDepthUsd": 140000,
"estBumpBpsOn250kClip": 74.6,
"estPriceBumpUsd": 0.0093,
"venue": "Kalshi / Poly"
},
"DOGE": {
"price": 0.0756778,
"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": 177,
"rejected": 23,
"trades": 154,
"officialSettledTrades": 154,
"pendingSettlementTrades": 0,
"winRatePct": 61,
"netDollars": -36.04,
"proxyWinRatePct": 62.3,
"proxyNetDollars": -11.04,
"makerTouches": 0,
"makerStrictCrosses": 0,
"touchHypotheticalNetDollars": 0,
"rolling20Dollars": -9.37,
"status": "SHADOW_PAPER"
},
"BOTTOM_FLIP": {
"triggers": 59,
"rejected": 5,
"trades": 54,
"officialSettledTrades": 54,
"pendingSettlementTrades": 0,
"winRatePct": 18.5,
"netDollars": -84.78,
"proxyWinRatePct": 16.7,
"proxyNetDollars": -136.78,
"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": 48,
"rejected": 8,
"trades": 40,
"officialSettledTrades": 40,
"pendingSettlementTrades": 0,
"winRatePct": 27.5,
"netDollars": 102.88,
"proxyWinRatePct": 32.5,
"proxyNetDollars": 208.88,
"makerTouches": 22,
"makerStrictCrosses": 22,
"touchHypotheticalNetDollars": 113.91,
"rolling20Dollars": 66.99,
"status": "ARMED_ACTIVE"
}
},
"crossCoinCanaries": {
"BTC": {
"px": 77799.89,
"buy15sUsd": 1064,
"sell15sUsd": 28,
"net15sUsd": 1036,
"imbalancePct": 94.8,
"rvol15s": 0.04,
"ret3mBps": -0.52
},
"ETH": {
"px": 2266.99,
"buy15sUsd": 90,
"sell15sUsd": 0,
"net15sUsd": 90,
"imbalancePct": 100,
"rvol15s": 0.01,
"ret3mBps": 3.8
},
"SOL": {
"px": 95.14,
"buy15sUsd": 875,
"sell15sUsd": 568,
"net15sUsd": 306,
"imbalancePct": 21.2,
"rvol15s": 0.06,
"ret3mBps": 3.15
},
"XRP": {
"px": 1.2532,
"buy15sUsd": 125,
"sell15sUsd": 265,
"net15sUsd": -140,
"imbalancePct": 35.9,
"rvol15s": 0.04,
"ret3mBps": 2.39
},
"DOGE": {
"px": 0.0756778,
"buy15sUsd": 5,
"sell15sUsd": 0,
"net15sUsd": 5,
"imbalancePct": 100,
"rvol15s": 0,
"ret3mBps": -1.93
}
}
}