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Risk research for crypto exposures
The risk map
BTC has been missing.
Sentealpha traces how risk moves through crypto exposures — geopolitics into sanctions into energy into leverage — across eight cross-asset chains feeding one auditable score. Backtest certificate, signal lineage, and chain reasoning are public and refresh live. The numbers below are real, generated this week.
0.7754
DSR
0.5050
PBO
-0.5396
Walk-fwd
Eight chains active · 23 ingestion modules · ~558 signals · live data on /v1/score/public
Why now
Crypto is institutional now.
Risk frameworks aren't.
Spot BTC ETFs cross tens of billions in AUM. Family offices allocate 1–5% to BTC by default. Sovereign treasuries hold non-trivial positions. None of this existed three years ago. Yet the risk machinery — the equivalent of credit-spread monitoring, sovereign-CDS curves, and energy-stress dashboards — is still missing for crypto exposures. That's the gap Sentealpha was built to close.
How it works.
Three layers. Each auditable.
01 · Ingestion
We watch every market that can move BTC
Equity flows, sovereign credit, energy markets, sanctions, geopolitics — at 15-minute cadence. Twenty-three independent modules pull from public sources (FRED, EIA, ENTSO-E, OFAC, GDELT, SEC EDGAR, AIS vessel feeds) so every input is checkable. Heartbeat monitoring kills stale rows daily; no module gets to silently fail.
02 · Compound Engine
Crisis rarely arrives single-asset
Risk events compound — geopolitics into sanctions into energy into leverage. Eight chain templates each stitch 3–5 independent layers, applying exponential time decay, stress-exceedance normalization, and bootstrap 95% CIs. A chain only fires when residual cross-correlation stays below 0.3 — independent layers, not echo chambers. Different chains start at different L1s (the canonical chain leads with geopolitics; the AI-energy chain starts at hyperscaler capex).
03 · Decision + Proof
Every score is checkable end-to-end
One score, 0–100, with regime overlay and conviction band. Every emission ships a backtest certificate (DSR Bailey–López de Prado, PBO via CSCV k=16, walk-forward 70/30 IS/OOS) and per-variable lineage tracing back to each contributing signal. A four-sentence narrative drafted by Claude Opus 4.7 explains the move in plain English. Past performance does not predict future returns.
What we do, in one example
February 2022: a chain reaction, traced.
Russia invades Ukraine on Feb 24, 2022. The compound chain fires on the same day with all four layers triggered — geopolitics (GDELT) through sanctions (OFAC) through energy stress (WTI + natural gas) through crypto leverage (BTC perp funding + open- interest unwind). Below is the engine's actual emission for this event, layer by layer, with the data that fed it.
Engine emission · backtested · /v1/events/historical
Geopolitics
M9_GDELT · Goldstein scale + event-volume on Russia-Ukraine
Goldstein -8.4 at invasion event (event_root 190 · militarized interstate dispute); GDELT event volume 1240 vs 550 trigger threshold.
Layer stress 0.85 · CI [0.80, 0.90] · triggered
Sanctions
M10_SANCTIONS · OFAC RUSSIA-EO14024 program activations
87 new OFAC SDN designations on D+1 of the program; sanctions impact score 0.28 vs trigger threshold 0.18.
Layer stress 0.72 · CI [0.67, 0.77] · triggered
Energy stress
M11_ENERGY · WTI + natural-gas z-score against 180-day composite
WTI z = +2.81σ, natural gas z = +3.04σ as energy markets repriced embargo risk. WTI +8.5% on D+1.
Layer stress 0.78 · CI [0.73, 0.83] · triggered
Crypto leverage
M3_DERIVATIVES · BTC perp funding-rate + open-interest unwind
BTC perpetual funding rate 3.4% (annualized basis); open-interest unwind 18% in the post-invasion window — short-term liquidity dry-up.
Layer stress 0.54 · CI [0.49, 0.59] · triggered
Compound chain outcome
Chain score on Feb 24, 2022: 0.42 / 1.00 · reliable
BTC dropped -13.6% over the following 7 days ($38K → $34K). Bootstrap 95% CI at chain firing was [0.33, 0.51] with max|ρ_log_residuals| = 0.21 (passes the < 0.30 independence gate). Past performance does not predict future returns; we publish the reconstruction so the methodology is checkable, not because we traded it.
See all 5 historical reconstructions → /events/historical
Pick your track
Three ways to use Sentealpha.
Read-only · paid analyst · institutional pilot. Same engine, three levels of access.
Design partners: free 90-day Pro access in exchange for two demo calls per month, written feedback, and a testimonial. Convert at $29 grandfathered after the trial — apply via the access form.
Who's building this
Built in public · onboarding our first design partners.
Sentealpha is built by an independent operator who needed cross-asset risk infrastructure for personal allocation decisions and decided to publish it. Currently onboarding the first institutional design partners. The first 10 institutional partners get 60% off for 12 months at signing — locked rate.
Pre-revenue · no certifications yet · SOC 2 Type II audit targeted Q4 2026 conditional on first pilot signing.
Verifiable proof
Every claim has a public link.
The score, the chains, the backtest certificate, the 5 historical reconstructions, the security model, the API spec — all on this site, public, refreshed live. Auditability is the product.
Live score · /v1/score/public
→Refreshed every 15 minutes
Backtest certificate
→DSR · PBO · walk-forward, signed
All 11 chains
→What's firing right now (sign in)
11 historical events
→Volcker · Lehman · COVID · Russia · USDC · FTX · Liberation Day
Security & privacy
→Architecture · audit trail · RBAC
API for automation
→11 endpoints · OpenAPI spec live
For institutions
→Methodology · pricing · procurement · pilot
Embed widget
→1 line of HTML · score on any site · free tier
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Research, not advice · We respond within 24h.