Cascade Risk Intelligence · Perpetual Futures

See systemic risk before it reaches price.

Institutional risk infrastructure for desks running leverage exposure. We instrument the structural pressure that precedes forced selling — cascade detection, cross-venue confirmation, cross-asset contagion, graduated severity tiers. In continuous production since January 2025.

$1.575B in forced BTC liquidations. The 4 June 2026 cascade — flagged 214 minutes early by CRI structural pressure. Detection and lead time, not prediction.
Cascade Events
documented, audit-grade
Liquidation Notional
8 deep-archive markets
Cross-Venue Confirmed
~600×
Contagion vs Null
4 validated · p<0.0001
As of — · archive expanding live
The Terminal

Three zones. One workspace for leverage risk.

A ranked watchlist across 30 markets, full single-symbol depth on demand, and a live signal surface in graduated severity.

ZONE 1

Ranked Watchlist

30 markets ranked by Cascade Risk Index in real time — 8 deep-archive majors plus 22 expansion markets. Scan top-down, highest stress first.

ZONE 2

Detail Panel

Ten institutional capabilities per symbol — regime, pressure gauge, probability layer, cross-venue health, audit manifest. The depth a desk references daily.

ZONE 3

Tier Surface

Four severity lanes — from real-time liquidation spikes to cascade-imminent warnings. Each signal reconcilable to why it qualified.

See the full terminal. Three zones, demonstrated.
Explore the Terminal →
Different desks, same surface

One product. Many ways to use it.

Every desk carrying leverage exposure reads the tier surface differently — and acts on a different tier.

CRO / Risk Officer
Watches L3/L4 for portfolio exposure events across the book.
L4fire → reposition before forced liquidations hit
Prop Trader
Reads L1/L2 density for short-term directional setups.
L4fire → high-conviction directional entry
Market Maker
Uses L2 directional signals for inventory tilt.
L3L3/L4 → widen spreads, reduce inventory
Exchange Risk Team
System-wide L3/L4 monitoring across all listed perpetuals.
L4fire → activate liquidity support protocols
Prop Desk / Fund
Multi-asset L4 cluster events for cross-correlation trades.
L4cluster → systematic coordinated positioning
Family Office
Watches L4 alerts on key holdings for capital protection.
L4warning → hedge or reduce leverage exposure
Cross-Asset Contagion · Statistical Proof

When one market breaks, we measure whether the others are about to.

Permutation-Tested Cluster Detection

Contagion is measured, not asserted.

Two layers of evidence. Real-time detection: the terminal catches contagion as it fires — most recently on 15 June 2026, four assets sharing a cascade onset inside a 14-minute window. Statistical validation: cross-asset clusters tested against a shuffled-onset null model over 10,000 permutations on the calibrated archive — the validated clustering occurs roughly 600× more often than chance, at a significance no random arrangement reproduces.

4
Validated clusters
p<0.0001
Significance
~600×
Over random
10,000
Permutation iters
Evaluation

Access begins with a paid, founder-led evaluation.

Not a free trial. A controlled assessment under live market conditions, for institutional risk teams. The evaluation fee credits toward your first subscription month.

See systemic risk before it reaches your book. 14-day from $5,000.
Request institutional briefing →