Antifragile Stress Engine: 12 Dimensions of Risk

A single volatility gauge cannot describe crypto risk. The same price move can be healthy trend expansion, forced liquidation, liquidity withdrawal, or model disagreement. Chimera separates those conditions before an entry is allowed.

The stress engine reads order-flow toxicity, funding divergence, cascade probability, open-interest pressure, whale activity, sentiment, model dispersion, and volatility regime. Each component is useful alone, but the composite is what decides whether the system should expand, wait, or defend.

Low stress allows normal strategy weights. Moderate stress moves the system toward smaller orders and tighter confirmation. High stress shifts allocation toward safer lanes and can block aggressive entries even when a model vote looks attractive.

This is why Chimera is paper-first. The same market data that drives a live decision can be observed in paper mode until the user understands how the stress gate behaves across sessions.