Historical cascade archive and the methodology behind it: what happened, and how each event was classified.
Reconstructed from the five-minute liquidation record and reproducible during evaluation. Each replay shows when CRI first crossed 0.495 relative to the cascade start and its rolling liquidation peak — the sequence as recorded, not a contemporaneous alert.
Every figure in the archive traces to $2.376B of real liquidation notional, measured across documented cascades. The notional is measured from the five-minute liquidation record and reconciled event by event.
Concentration in the majors is why simultaneous moves matter: when the two dominant markets move together, much of the archive moves with them.
A Cross-Asset Cascade Cluster is two or more markets with realised L3 cascades of at least $10M (within-window liquidations) peaking within 20 minutes. Clusters are recomputed from the five-minute liquidation record; multi-market onset clusters are tracked separately in the Terminal and are not cascade forecasts.
Every cascade event carries a source_hash and inputs_json for its most recent computation.
Each distinct event re-derives from the stored liquidation and CRI series. Records inside the rolling 90-day window are recomputed as data arrives; every restatement is documented.
Every published figure traces to SQL. Built so a risk team can verify any claim against its underlying data.