4
Régimes de risque
Quantitative risk regime framework (Normal → Critical), public evidence pages, and daily UTC updates — built to slot into existing risk and investment rhythms (committee materials, scheduled reviews) as a stress context layer alongside internal models, not a replacement for them.
LSRI is a structural risk monitoring system for digital asset markets — infrastructure-style risk intelligence, not consumer trading software.
LSRI Structural Stress Index
Single cross-asset read on a 0–100 scale, mapped to four regime states (updated daily UTC).
LSRI is a structural risk interpretation layer designed to be consumed within existing institutional risk and investment committee workflows.
It does not generate decisions; it provides a structured regime-based context to support internal risk assessment and discussion.
LSRI is a structural risk monitoring layer for digital asset markets — not a trading application, not a price target, and not a recommendation to buy or sell.
Operational use: align internal risk review cadence with regime shifts and higher index readings — stress-test assumptions, liquidity planning, and escalation workflows. LSRI does not prescribe a single portfolio action. In Stress or Critical bands, many desks treat the read as a routine prompt to revisit exposure concentration and liquidity assumptions — still discretionary; your governance prevails.
Public pages document stored regime transitions and methodology intent. Exact factor weights and full replication rules are described for subscribers and in the extended methodology — not as a turnkey public recipe.
The three tiles summarize scope; the live figure above is the LSRI Structural Stress Index (0–100).
Exemple pédagogique : zone mise en avant pour visualiser un régime de stress élevé dans une séquence de prix simplifiée.
Illustration uses the same 0–100 structural stress framing as the live LSRI Structural Stress Index.
Méthodologie quantitative basée sur la microstructure et les shifts de liquidité.
Illustration uniquement — ne constitue pas une promesse de performance ni une recommandation d’investissement. Les cas LUNA / FTX et les métriques détaillées relèvent des pages Backtests, Track record et Methodology.
Structured evidence
Ex-post documentation only. Episodes are read against the LSRI Structural Stress Index (0–100) and stored regime logs. Fields separate what LSRI archives (index path + regime / stress channel) from market outcomes. Quantitative distributions and lead windows are in Backtests — not summarized as headline numbers here.
Terra / LUNA
Period · May 2022
FTX
Period · November 2022
Structure saine, construction de position possible.
Fragilité naissante, surveillance accrue.
Risque élevé de mouvements brusques.
Rupture structurelle, capital prioritaire.
Les chocs de marché s’accompagnent souvent d’une dégradation mesurable de la structure (liquidité, transmission). LSRI suit ces indicateurs de stress structurel chaque jour et les classe en régimes lisibles — sans prédire les prix.
Terminal risque complet, alertes opérationnelles et API — souscription sécurisée via Stripe.
Request Pro evaluationFonds, desks, conformité : demande d’onboarding et qualification du besoin.
Request institutional onboarding