I built Liquidation Cascade to score one specific event: leveraged positions being forced out. It watches seven independent inputs and flags when enough of them line up.
The score combines order flow, regime state, cross-asset correlation, volatility structure, breadth, price structure, and higher-timeframe alignment. Each input is computed separately, and a signal fires only when several agree. A regime layer can tighten or block signals when conditions look hostile to reversals.
LCD suits event-driven reversal traders on intraday charts, across futures, equities, forex, and crypto. The relevant limit for a purchase decision: the score describes converging conditions, and it has not yet been behavior-tested, so treat it as context rather than a verified predictor.
Engineering review is complete. Behavioral testing has not yet been run, so no performance claim is being made. The test will use the same process applied to ORB + CVD and EQH/EQL, with pass and fail criteria written before the results are viewed, and the results will be published on the research page whether they pass or fail.