LSRI – Liquidity/Structural Risk Indicator

Key points

• API data product (JSON, versioned, governed)
• Append-only historical snapshots
• No advice, no trading signals

How it works

1. Client calls /v2/lsri/latest daily for its universe.
2. Client stores raw JSON internally (with governance metadata).
3. Client can create append-only decision_snapshot records.
4. Internal interpretation only (LSRI is not prescriptive).

What you get (API)

• /v2/lsri/latest: lsri_raw, lsri_level (0–3), lsri_confidence, regime, persistence, governance metadata.
• /v2/lsri/history: append-only snapshots (date, level, confidence, regime).
• /v2/lsri/decision_snapshot: immutable audit trail (universe, portfolio_view, governance).

Example output (/v2/lsri/latest)

{
  "status": "success",
  "data": {
    "ticker": "MSFT",
    "date": "2026-01-05",
    "lsri_raw": 6.37,
    "lsri_level": 1,
    "lsri_confidence": 0.56,
    "lsri_persistence": 1,
    "lsri_regime": 0,
    "signal_factors": {
      "volatility_pressure": "low",
      "trend_instability": "low",
      "cross_asset_divergence": "low"
    },
    "signal_governance": {
      "model_version": "LSRI_v2.0.1",
      "threshold_schema": "TS_BULL_2026Q1"
    }
  },
  "metadata": {
    "timestamp": "2026-01-06T13:47:13Z"
  }
}

Example shown for illustration only. Values vary by date and asset.

How to read this

• lsri_level: structural risk level (0 = normal, 3 = critical)
• lsri_confidence: stability of the signal (not a probability)
• lsri_persistence: consecutive days in current regime
• signal_governance: versioned methodology & thresholds (audit trail)

Who is this for / Why

• Structural risk monitoring (daily) across a portfolio.
• Risk committees / oversight: governed, versioned, append-only data.
• Auditability: decision snapshots to justify states ex-post.

Docs (audit / vendor)

• DATA_CONTRACT.md
• CHANGE_MANAGEMENT.md
• SLA_SLO.md
• SECURITY_ACCESS.md
• LEGAL_ADDENDUM.md
• VENDOR_READINESS.md
• DECISION_SNAPSHOT.md

API endpoint (example)

Replace with your real domain/key.

GET https://your-domain/v2/lsri/latest?ticker=MSFT
Header: X-API-Key: <your_key>

Pricing (indicative, USD/year)

Indicative only, non-contractual. Final terms via contract.