Institutional risk infrastructure for desks running leverage exposure. We instrument the structural pressure that precedes forced selling — cascade detection, cross-venue confirmation, graduated severity tiers. In continuous production since January 2025.
A ranked watchlist across 66 monitored markets, full single-symbol depth on demand, and a live signal surface in graduated severity.
66 monitored markets ranked by Cascade Risk Index in real time — 8 deep-archive majors plus the promoted expansion universe. Scan top-down, highest stress first.
Twelve institutional capabilities per symbol — regime, pressure gauge, cross-venue health, tier qualification, audit manifest. The depth a desk references daily.
Three severity lanes — onset, directional confirmation, and proven cascade. Each signal reconcilable to why it qualified.
Every desk carrying leverage exposure reads the tier surface differently — and acts on a different tier.
Cascade clusters are detected across markets in a strict shared window and recorded with the events that compose them. Each cluster is reproducible from the underlying per-minute liquidation record.
Not a free trial. A controlled assessment under live market conditions, for institutional risk teams. The evaluation fee credits toward your first subscription month.