314+ documented cascades since January 2025 and counting. $1.49B real liquidation notional. 154-event 2026 cohort reconciled to per-minute data. All audit-grade.
Documented, cross-venue confirmed, reproducible during evaluation. Each flagged by CRI with material lead time before forced selling accelerated.
Every figure in the archive traces to $1.49B of real liquidation notional, measured per minute across documented cascades. Nothing is modeled or inferred — the notional is what actually liquidated, reconciled event by event.
Concentration in the majors is why cross-asset contagion is the second-order risk: when the two dominant markets move together, the system moves with them.
Distribution of CRI lead time across documented cascades. The majority land in the 60–160 minute window — enough time for a risk officer to act before forced selling accelerates.
Cross-asset cascade clusters are validated against a null model built by randomly shuffling cascade onset times across markets, over 10,000 permutations. The observed clustering occurs roughly 600× more often than the null distribution produces by chance, at a significance no random arrangement reproduces (p<0.0001). The five-asset 2026 cascade wave is the archive's clearest instance.
Every cascade event has a source_hash and inputs_json capturing the exact data that produced it.
Re-run any event during the evaluation period and get the same result. Deterministic, manifest-backed.
Every published figure traces to SQL. Built so a risk team can verify any claim against its underlying data.