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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.
0.1941
DSR
0.4867
PBO
0.6141
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.