Methodology at a glance
Inputs: Daily OHLCV (Open, High, Low, Close, Volume) from Twelve Data. Minimum 60 trading days for basic operation; 252 trading days (1 year) recommended for full signal reliability (burn-in period). Data is sourced from regulated US equity and ETF feeds.
Outputs: A single risk state (0–3) per ticker per day: 0 = Normal, 1 = Vigilance, 2 = Stress, 3 = Critical. Each response includes lsri_raw (LCI), lsri_ratio (LCI/σ(LUSE) for asset auto-calibration), regime, and confidence. Level thresholds (2, 6, 12 on ratio) are governed by schema TS_2026Q1 and may adjust for detected market regime.
Framework: LSRI is a structural risk indicator, not VaR, stress-test, or volatility measure. It detects conditions historically associated with liquidity stress and regime shifts. Non-predictive: it describes current state, not future outcomes. Rolling Z-score (252-day window) ensures no look-ahead bias — audit-ready computation. Append-only snapshots for audit trail.
Statistical governance
LSRI is computed using causal statistics only.
- All standardization is based on rolling 252-day windows
- No look-ahead bias
- Signals are inactive until statistical maturity
This ensures the risk state can be documented, audited, and used in committee settings without hindsight bias.
Getting Started
User Guide
-
USER_GUIDE.md— Complete self-service guide → -
EXPLICATION_SIGNAL_LSRI_DASHBOARD.md— Signal, Level, Structural State, Persistence → -
Try API— Tester l'API (clé + ticker) →
Start here. This is your complete integration reference. Use Try API to test with your API key and a ticker (no code required).
Billing
Billing & Refunds
All plans are annual licenses. Please use the demo and review documentation before purchase.
Audit & Vendor Review
Technical Documentation
-
DATA_CONTRACT.md— Data schema and stability commitments → -
CHANGE_MANAGEMENT.md— How changes are managed → -
SLA_SLO.md— Service level objectives → -
SECURITY_ACCESS.md— Security and access controls → -
LEGAL_ADDENDUM.md— Legal terms and disclaimers → -
VENDOR_READINESS.md— Vendor readiness checklist → -
DECISION_SNAPSHOT.md— Decision snapshots for governance → -
BACKTEST_V4_ROBUSTESSE.md— Validation Flash Crash 2010, Bear 2022, Rebond 2018–2019 →
For integration teams, model validation, and vendor management. All documentation is versioned and maintained for audit purposes.
LSRI provides market state data and does not provide trading signals, forecasts, or investment advice. Data is provided "as is" without warranty.