Methodology (summary)

1. What LSRI is

LSRI is a structural risk monitoring system for digital asset markets. Its public face is the LSRI Structural Stress Index — a single 0–100 cross-asset read, mapped to four regime states and refreshed on a defined UTC cadence.

2. What feeds the index

The index aggregates structural inputs (e.g. microstructure stress, liquidity and transmission channels, cross-asset coherence) into one scale. Exact factor weights and internal checks are documented for subscribers and in the extended methodology; this page states intent, not a full replication recipe.

3. What it is not

LSRI is not a price target, not a trade recommendation, and not a guarantee of timing or magnitude. It does not replace independent risk management, compliance, or model validation on your side.

4. How to interpret the 0–100 read

0–30 Normal · 30–60 Vigilance · 60–80 Stress · 80–100 Critical

Lower values correspond to more benign structural conditions; higher values correspond to elevated structural stress. The four regimes (Normal → Critical) discretize that scale for operational reading. Intraday noise may exist; the product emphasizes the daily structural snapshot unless your tier specifies otherwise.

5. Update frequency & limitations

Publication cadence is daily UTC unless your access tier exposes additional refresh. Historical episodes (e.g. stress windows) are documented ex post in Track record and Backtests — illustrative charts are not performance promises. Past behaviour does not imply future outcomes.

6. Public traceability & audit footprint

Public outputs follow a stated UTC cadence (default: daily structural snapshot). Reproducible from public artefacts: archived regime transitions, index paths, and ex post narratives tied to those logs. Not claimed on this summary page: independent full replication of the engine from marketing copy alone, or implied forward performance. Factor weights, internal checks, and full technical detail are disclosed under subscriber access and extended methodology — here we document intent, scope, and limits.

7. Regime bands (how to read the scale)

LSRI does not provide buy or sell instructions. The four bands below are illustrative desk framing — your mandate and governance always prevail.

0–30 Normal — routine monitoring; no mandatory de-risk from the index alone.

30–60 Vigilance — tighten reviews; watch liquidity and concentration.

60–80 Stress — meaningful exposure and hedge review under policy.

80–100 Critical — capital preservation mindset; escalate per internal playbooks.

Confirmed transitions use a 2-day persistence rule (see Track record). Quantitative proof lives on Backtests and Historical signals.