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.
A ranked watchlist across 30 markets, full single-symbol depth on demand, and a live signal surface in graduated severity.
30 markets ranked by Cascade Risk Index in real time — 8 deep-archive majors plus 22 expansion markets. Scan top-down, highest stress first.
Ten institutional capabilities per symbol — regime, pressure gauge, probability layer, cross-venue health, audit manifest. The depth a desk references daily.
Four severity lanes — from real-time liquidation spikes to cascade-imminent warnings. Each signal reconcilable to why it qualified.
Every desk carrying leverage exposure reads the tier surface differently — and acts on a different tier.
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.
Not a free trial. A controlled assessment under live market conditions, for institutional risk teams. The evaluation fee credits toward your first subscription month.