CT Market Fragility & Systemic Risk Monitor v1.0

CT ⊕ Market Fragility & Systemic Risk Monitor v1.0

Systemic Stress & Market Regime Monitor

OVERVIEW
Wall Street-grade structural monitoring now open-source.
CT ⊕ Market Fragility & Systemic Risk Monitor v1.0 is a real-time systemic risk tool designed to detect fragility before it hits price. Built by former institutional traders, it delivers structural insight typically reserved for desks inside hedge funds and global macro desks.
This isn’t about finding entries or exits, it’s about understanding the environment you're trading in, and recognizing when it's shifting.

WHAT IT DOES
• Monitors six key market domains: Equities, Rates/Credit, FX (USD stress), Commodities, Crypto, and Macro
• Detects volatility stress, cross-domain coupling, and regime synchronization
• Classifies market structure into Normal → Fragile → Critical
• Shows a live dashboard with scores, coupling levels, and structural state
• Plots event markers (T1, T2, T3) for structural transitions
• Implements hysteresis logic to model post-stress 'memory
• Supports both single-domain ("Local Mode") and system-wide monitoring


HOW IT WORKS
This engine does not rely on traditional TA. No moving averages. No MACD. No patterns. No guesswork.
Instead, it measures how markets are behaving beneath price detecting when stress is:
• Building internally
• Spreading across domains
• Synchronizing into systemic fragility


T1 (🟠) — Early instability: acceleration in market coupling
T2 (🔵) — Fragile regime: multiple domains simultaneously stressed
T3 (🔴) — Critical regime: synchronized, system-wide stress

These are not buy/sell signals. They are structural regime alerts, the same kind used by institutions to cut risk before stress cascades.

WHY IT MATTERS
Most retail tools are reactive. They interpret surface-level patterns after the move.
This tool is different. It’s proactive – measuring pressure before it breaks structure.
Institutions have used structural fragility models like this for years. This script helps close that gap, giving everyday traders the same early warnings that pros use to reduce exposure and sidestep systemic blowups.
It’s not about finding the edge.
It’s about not getting crushed when the system breaks.
Whether you trade crypto, stocks, FX, or macro, this engine helps answer:
• Is the system stable right now?
• Are stress levels rising across markets?
• Is it time to tighten risk?


Institutions don’t wait for breakouts. They monitor structure.
Now, you can too.

KEY FEATURES
• Works on any asset class and any timeframe
• Fully customizable domain selection
• Three-tier structural alert system (T1–T3)
• Real-time dashboard: stress scores, states, and coupling levels
• Hysteresis modeling: post-stress “memory” detection
• Supports single-domain (local) or multi-domain (systemic) monitoring
• PineScript alerts built-in


RECOMMENDED USE
Active traders - all asset classes
Use the dashboard and T1–T3 alerts to stay aware of structural risk in real time.
Track multi-timeframe alignment to detect where risk originates and how it spreads across markets.
Crypto traders
Monitor upstream domains (Equities, FX, Rates, Macro) to detect pressure before it reaches crypto.
Identify reflexive stress before Bitcoin reacts — and stay ahead of contagion events.
Macro & systematic traders
Use T1–T3 transitions as volatility filters, exposure governors, or dynamic risk overlays.
Build regime-aware models that adapt to shifting systemic conditions.

Examples & Visuals
Question: Would it have helped to know that at 9:30 on October 9th and again at 10:00 on October 10th that critical states were detected in the structural behavior of Bitcoin? Take a look:
https://www.tradingview.com/x/pLeM6LaM/
30 min chart BTC shows two distinct T3 (critical) regime detections October 9th and 10:30 October 10th

https://www.tradingview.com/x/OAEzxzKP/
5m BTC chart reveals high frequency instability for the same period, identifying instability, fragility, criticality

https://www.tradingview.com/x/WnrWyAPU/
The 30minute BTC chart at 16:30 Friday October 10th,, a few hours after first detecting critical systemic risk

RISK DISCLAIMER
This is a structural analysis tool, not a predictive signal. It does not provide financial advice, trade entries, or forecasts. Use at your own risk. Full disclaimer embedded in the script.

Complexity Trading - From Wall St to Main St
No patterns. No repainting. No mysticism. Just logic, math, science and market structure - now made accessible to everyone.
Developer of LPPL Critical Pulse (LPPLCP), the Temporal Phase Model (TPM) and other
other advanced structural and attractor based systems inspired by Sornette’s LPPL framework and other differentiated thinkers.

Note on Methodology
This tool is not predictive, and not designed for academic publication.
It is a real-time structural monitoring system inspired by academically established concepts,
including LPPL attractor dynamics, cross-asset coupling, reflexivity, and phase regime transitions, implemented within the real-time constraints of PineScript, and intended for visual, exploratory, and diagnostic use.