Scenario Analysis Matrix (No Target Price)
{
"rules_source": "config/scenario_rules.json",
"dynamic_thresholds": true,
"single_source_of_truth": true
}
All quantitative thresholds in this matrix are dynamically driven by config/scenario_rules.json.
Dimension Weights
- Liquidity resilience:
0.1 - Derivatives momentum (Binance Futures):
0.75 - DEX momentum (DexScreener):
0.05 - On-chain concentration:
0.05 - Narrative/volatility buffer:
0.05
Base
Core observation metrics:
1. dex_depth_2pct_usd (proxy pending)
2. liq_fdv_ratio
3. derivatives.taker_buy_sell_ratio_1d (primary)
4. buy_sell_txn_ratio_24h (secondary)
5. price_change_24h_pct
Stress
Core observation metrics:
1. liquidity_change_24h
2. liq_fdv_ratio
3. derivatives.taker_buy_sell_ratio_1d (primary)
4. buy_sell_txn_ratio_24h (secondary)
5. price_change_24h_pct
Bull
Core observation metrics:
1. liq_fdv_ratio
2. derivatives.taker_buy_sell_ratio_1d (primary)
3. buy_sell_txn_ratio_24h (secondary)
4. liquidity_change_24h
5. price_change_24h_pct
Phase 3: Discovery Regime & Valuation Re-rating
Cyclic Benchmarking (structure-only): compare current token regime against historical meme-cycle phases (e.g., SHIB/DOGE) using liquidity structure and diffusion velocity only, not target-price anchoring.
- Liquidity structure lens: if
liq_fdv_ratioandliquidity_change_24hremain resilient while concentration remains stable, the market may enter a broader discovery regime. - Diffusion velocity lens: if
buy_sell_txn_ratio_24hand social/news velocity proxies sustain above baseline, narrative persistence may support longer discovery windows.
Evidence: data/timeseries.jsonl, data/snapshots/*.snapshot.json, config/scenario_rules.json
Confidence: medium (proxy-driven; confidence increases with validated holder-distribution endpoints)
Falsification Trigger A (Whale-to-exchange netflow spike): in a 4H rolling window, whale net inflow to exchanges > 5% of current on-chain liquidity.
Falsification Trigger B (Liquidity resilience collapse): DEX Depth-2% drops > 30% within 1H and does not recover.
Falsification Trigger C (Concentration decay): top10_holder_pct absolute drop > 3% within 24H (e.g., 98.7% → 95.7%), signaling Diamond Hands breakdown.
Machine-readable thresholds (verbatim from JSON config)
{
"liquidity": {
"stress_drop_24h_threshold": -0.35,
"liq_fdv_bands": {
"healthy_min": 0.04,
"neutral_min": 0.015
},
"allocations": {
"hard_stress_trigger": {
"bull": 0.0375,
"base": 0.1125,
"stress": 0.15
},
"healthy": {
"bull": 0.195,
"base": 0.09,
"stress": 0.015
},
"neutral": {
"bull": 0.12,
"base": 0.15,
"stress": 0.03
},
"fragile": {
"bull": 0.06,
"base": 0.165,
"stress": 0.075
},
"fallback": {
"bull": 0.1125,
"base": 0.15,
"stress": 0.0375
}
}
},
"derivatives_momentum": {
"taker_buy_sell_ratio": {
"bull_min_ratio": 1.02,
"stress_max_ratio": 0.85,
"strength_scales": {
"bull_denominator": 0.4,
"stress_denominator": 0.25
},
"allocations": {
"bull_trend": {
"bull_base": 0.3,
"bull_bonus": 0.07,
"base_base": 0.07,
"base_penalty": 0.04,
"stress_base": 0.0,
"stress_penalty": 0.0
},
"stress_trend": {
"stress_base": 0.22,
"stress_bonus": 0.06,
"base_base": 0.16,
"base_penalty": 0.04,
"bull_base": 0.02,
"bull_penalty": 0.02
},
"neutral": {
"bull": 0.17,
"base": 0.2,
"stress": 0.03
},
"fallback": {
"bull": 0.16,
"base": 0.19,
"stress": 0.05
}
}
},
"soft_penalties": {
"funding_abs_8h_pct": {
"warn": 0.02,
"high": 0.05,
"bull_penalty_warn": 0.01,
"bull_penalty_high": 0.02,
"stress_bonus_warn": 0.005,
"stress_bonus_high": 0.01
},
"open_interest_change_24h_pct": {
"warn": 20,
"high": 40,
"bull_penalty_warn": 0.005,
"bull_penalty_high": 0.01,
"stress_bonus_warn": 0.002,
"stress_bonus_high": 0.005
}
}
},
"dex_momentum": {
"min_total_txns_24h": 300,
"min_side_txns_24h": 20,
"bull_min_ratio": 1.05,
"stress_max_ratio": 0.6,
"strength_scales": {
"bull_denominator": 0.8,
"stress_denominator": 0.6
},
"allocations": {
"bull_trend": {
"bull_base": 0.28,
"bull_bonus": 0.06,
"base_base": 0.1,
"base_penalty": 0.04,
"stress_base": 0.0,
"stress_penalty": 0.0
},
"stress_trend": {
"stress_base": 0.2,
"stress_bonus": 0.06,
"base_base": 0.18,
"base_penalty": 0.04,
"bull_base": 0.02,
"bull_penalty": 0.02
},
"neutral": {
"bull": 0.16,
"base": 0.22,
"stress": 0.02
},
"fallback": {
"bull": 0.15,
"base": 0.2,
"stress": 0.05
}
}
},
"momentum_legacy": {
"bull_min_ratio": 1.05,
"stress_max_ratio": 0.6,
"strength_scales": {
"bull_denominator": 0.8,
"stress_denominator": 0.6
},
"allocations": {
"bull_trend": {
"bull_base": 0.28,
"bull_bonus": 0.06,
"base_base": 0.1,
"base_penalty": 0.04,
"stress_base": 0.0,
"stress_penalty": 0.0
},
"stress_trend": {
"stress_base": 0.2,
"stress_bonus": 0.06,
"base_base": 0.18,
"base_penalty": 0.04,
"bull_base": 0.02,
"bull_penalty": 0.02
},
"neutral": {
"bull": 0.16,
"base": 0.22,
"stress": 0.02
},
"fallback": {
"bull": 0.15,
"base": 0.2,
"stress": 0.05
}
}
},
"onchain_concentration": {
"diamond_hands_threshold_pct": 50.0,
"allocations": {
"diamond_hands": {
"bull": 0.12,
"base": 0.075,
"stress": 0.005
},
"whale_exit_risk": {
"bull": 0.02,
"base": 0.06,
"stress": 0.12
},
"unknown": {
"bull": 0.06,
"base": 0.08,
"stress": 0.06
}
}
},
"volatility_buffer": {
"bands_abs_pct": {
"low_max": 15,
"mid_max": 25
},
"allocations": {
"low": {
"bull": 0.04,
"base": 0.05,
"stress": 0.01
},
"mid": {
"bull": 0.025,
"base": 0.055,
"stress": 0.02
},
"high": {
"bull": 0.015,
"base": 0.045,
"stress": 0.04
},
"fallback": {
"bull": 0.03,
"base": 0.05,
"stress": 0.02
}
}
},
"normalization": {
"cap_total_probability": 1.0,
"renormalize_after_updates": true,
"round_digits": 4,
"correction_target": "Base"
}
}