How the Crash Configuration Index is built

The model

9 discrete triggers, weighted by blast radius, feed 6 feedback loops that compound against 5 slow-moving amplifiers. The result is a single composite stress index between 0 and 100. Not a probability. Not a forecast.

Triggers fire

9 discrete events with current marginal probabilities, weighted ×1, ×2, or ×3 by blast radius.

Loops propagate

6 feedback pathways carry stress from one trigger to others — the configuration is more than the sum of its parts.

Amplifiers compound

5 slow-moving state variables (valuation, concentration, CRE wall, IG supply, stablecoin backstop) decide how much pain the system absorbs.

Show the math (live numbers)
TriggerTierWeightPriorp_maxw·pw·p_max
AI capex shock T1 ×3 0.30 0.50 0.90 1.50
Oil & Iran / Hormuz T1 ×3 0.45 0.45 1.35 1.35
Rates and fiscal stress T1 ×3 0.12 0.35 0.36 1.05
Taiwan T1 ×3 0.09 0.25 0.27 0.75
Treasury basis trade T2 ×2 0.12 0.30 0.24 0.60
Private credit dislocation T2 ×2 0.25 0.35 0.50 0.70
Yen carry unwind T2 ×2 0.27 0.40 0.54 0.80
AI cyber incident T3 ×1 0.16 0.25 0.16 0.25
Stablecoin de-peg T3 ×1 0.05 0.20 0.05 0.20

Trigger component: Σ(w·p) / Σ(w·p_max) × 75 = 4.37 / 7.20 × 75 = 45.52

Amplifier component (25% weight, normalized over 5 amplifiers): 15.55

Total: 61/100 · SEVERE

Cross-family validation

Every prior change is validated by two independent LLM families (Claude and GPT-5). Published numbers require both families to agree within a stated tolerance band. All prior changes are written to the auditable forecast log →.