RiskLoom measures where leveraged exposure is concentrated across perpetual futures markets, monitors cascade pressure as it develops, and backs every figure with a documented historical archive.
A ranked watchlist across the 71-market Terminal universe, full single-symbol depth on demand, and a live tier surface in graduated severity.
The 71-market Terminal universe ranked by Cascade Risk Index in real time — 8 deep-archive majors, 22 expansion and 41 promoted markets. Scan top-down, highest stress first.
Twelve detail cards per symbol — regime, pressure gauge, tier status, Hyperliquid research overlap, provenance. The depth a desk references daily.
Three severity lanes — L1 onset, cascade onset (L2 · V3) and active cascade state (L3). Each is a classification of the market's current state, reconcilable to why it qualified.
Every desk carrying leverage exposure reads the tier surface differently — and acts on a different tier.
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.
Not a free trial. A controlled assessment under live market conditions, for institutional risk teams. The evaluation fee credits toward your first subscription month.