Absorption-ratio advisory (WS-1a)

The question

Do cross-asset stress patterns — volatility-of-volatility, credit spreads, the yield curve, commodities, funding plumbing, and crypto — lead broad equity drawdowns? A family of independent early-warning hypotheses.

How it was tested

This is a live observability instrument rather than a pre-registered forward-edge hypothesis: it measures and reports a market condition for operator decision-support. It never auto-trades. Where a forward-edge claim exists, it is pre-registered separately and appears in the log with its own hash.

The outcome

LIVE advisory on /api/cross-strategy-exposure

This hypothesis passed its validation and is running live as operator decision-support. It never auto-trades.