CTDMM sovereign sigilCTDMM
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Sensor Grid · Financial & Crypto Liquidity

Harmonic Sphere

Order flow, derivatives crowding, macro prints and on-chain cohorts fused into one liquidity read.

Index · 61.8 · elevatedCoinGecko · modelBinance futures · modelCTDMM model · modelcapture 08:01:02 UTC

Cross-asset

Correlation lattice

ρBTCETHSOLNDXGOLDDXY
BTC
0.86
0.78
0.62
0.18
-0.44
ETH
0.86
0.82
0.58
0.12
-0.39
SOL
0.78
0.82
0.51
0.08
-0.35
NDX
0.62
0.58
0.51
0.22
-0.52
GOLD
0.18
0.12
0.08
0.22
-0.61
DXY
-0.44
-0.39
-0.35
-0.52
-0.61

Derivatives

Liquidation heatmap

-12%-8%-4%0+4%+8%+12%25x
20x
15x
10x
5x
3x

Leverage × price move · density of forced exits

Liquidity coherent. Derivatives crowding is the dominant fault line.

Market microstructure

Volatility clustering

MODEL
90.5 5.2

90.5 idx

Order book depth

MODEL
54.9 2.4

$412M ±2%

Bid / ask imbalance

MODEL
56.8 7.6

+0.06 skew

Liquidity pockets

MODEL
69.8 8.7

4 voids mapped

Derivatives

Funding rate pressure

MODEL
62.5 1.6

model

Open interest

MODEL
62.7 3.0

model

Liquidation pressure

MODEL
70.0 5.0

$142M / 24h

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Macro indicators

CPI trajectory

MODEL
54.4 2.5

3.1% YoY

PMI composite

MODEL
52.1 6.6

51.4

Unemployment

MODEL
44.6 6.0

4.2%

Rate decision risk

MODEL
64.4 9.7

next FOMC 22d

On-chain analytics

Whale movement

MODEL
66.0 8.3

12 clusters active

Staking flow

MODEL
62.3 3.1

+184k ETH

L2 activity

MODEL
69.7 5.9

8.1M tx / day

Stablecoin velocity

MODEL
71.2 5.3

1.42x turnover

Exchange telemetry

API latency

MODEL
30.3 7.1

38ms p95

Throughput

MODEL
67.7 1.6

142k req/min

Liquidity fragmentation

MODEL
69.2 12.0

9 venues

BTC dominance shift

MODEL
55.5 0.3

model