Detects structural liquidity stress before it becomes visible in P&L or volatility. Non-predictive. Audit-ready.
Used daily in governance, reporting & audit documentation — /v2/lsri/latest
Test with real data — no credit card required — self-service docs
About
LSRI is not another momentum indicator. It is a state engine designed for institutions and risk managers who require a deterministic measure of market stability. Our engine does not merely predict trends; it identifies algebraic asymmetry barriers that make certain market movements structurally irreversible. By isolating geometric asymmetries between price and liquidity, we provide a causal, audit-ready data layer—free of look-ahead bias—to identify regime fractures before they become systemic.
Live Risk State
SPY, QQQ, DIA — updated daily after market close. No API key required.
Access Full Metadata (JSON) →Live Snapshot
Index-level risk looks calm. Structural risk is not.
While broad indices show a stable bull regime, LSRI detects structural stress concentrated in specific sectors (healthcare & insurance). When a ticker passes from Normal to LSRI-Locked while the price has not yet moved, that is the value of your subscription: early structural detection before the liquidity trap.
Multi-Asset View
Sample snapshot — full universe (118 tickers) available via API.
| Ticker | Level | Raw | Structural State | Regime | Persist. |
|---|---|---|---|---|---|
| Loading… | |||||
Business Value
Causal, auditable data for regime monitoring. Not prediction — state observation.
Structural risk state derived from price, volume, and volatility asymmetries. No look-ahead bias.
→ Rolling 252-day windows; audit-ready computation.
LSRI does not predict. It measures current regime stability. Each snapshot is append-only and citable.
→ Same methodology (TS_2026Q1); full governance metadata.
Daily 0–3 risk state per ticker. Level 2/3 signals structural fatigue before it becomes systemic.
→ One API call per ticker; committee-ready snapshots.
When the structure shifts, LSRI reflects it. Early visibility into regime fractures.
→ Example: March 2020 — stress flagged before peak drawdown (see Case Study).
Risk managers — daily portfolio risk state monitoring
Macro & multi-asset funds — regime monitoring and governance
Credit & liquidity desks — structural stress detection
Investment committees — audit trail & decision snapshots
Clarity
Causal data — risk level, confidence, persistence, regime, and governance metadata. Versioned & audit-ready.
Deterministic — same inputs produce same outputs. No black box. Append-only outputs for monitoring and documentation.
Auditable — full traceability. Each snapshot can be cited in committee and audit settings.
Early structural detection — F_B identifies algebraic locks before price reflects them (see 2020 Case Study). No forecast, no trading signal.
Not a crystal ball — LSRI measures current structural state; it does not predict future prices or trading outcomes.
Not algorithmic trading — LSRI is a monitoring signal for risk governance, not a trading system.
Integration
Simple integration. Daily updates. Full governance trail.
Fetch risk state via /v2/lsri/latest for your ticker universe.
Keep the full response with governance metadata in your own systems.
Build append-only decision_snapshot records for audit trails.
Use in dashboards, reports, or committee materials. LSRI is non-prescriptive — interpretation and action remain with your team.
Get Started
Annual license — non-refundable — please use the demo and docs before purchase. Refund Policy
LSRI provides market state data. It does not provide trading signals, forecasts, or investment advice. No financial performance is implied or guaranteed.
LSRI is a non-prescriptive monitoring signal designed for risk governance and oversight. Users are solely responsible for their investment decisions. Data is provided "as is" without warranty.