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 0.33 0.50 0.99 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 0.29 0.40 0.58 0.80
AI cyber incident T3 ×1 0.18 0.25 0.18 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 = 4.52 / 7.20 × 75 = 47.08

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

Total: 63/100 · SEVERE

Cross-family validation

Routine changes require 2-of-3 within tolerance across independent model families. Tier-1 material changes and amplifier policy-band crossings require 3-of-4 within tolerance plus stronger source evidence. The server independently verifies the rule, votes, evidence links, parameter version, and prior state; all accepted changes are written to the auditable forecast log →.