Status Card — V2
September 2025 · Cross-Asset Continuity Report
Results Summary (n=67)
- The model evaluated 63 of 67 alerts.
- During the late-Sep selloff on BTC, ‘Vol ≥ p95’ was confirmed for thefirst time.
- lead-time ≈ 24h
- (λF = 0.531) > (p95 = 0.5175)
- 2σ moves often accompany alerts; funding shocks are frequent, OI flush is rare.
- This case shows that a high-regime signal can map to an actual volatility regime shift.
Breakthrough:
- BTCUSDT (2025-09-24 16:00Z)
- (λF 0.531) > (p95 0.5175)
- Vol≥p95 ✅
- lead-time ~ 24h
- This alert pre-signaled the market-wide selloff, providing the model’s first confirmation of regime-shift prediction.
Next milestone: in 100+ samples, capture a second and third ‘Vol ≥ p95’
confirmation.