Seiche

The exact full-text Seiche editorial published today: current funding analysis when the evidence moved, or a clearly labelled historical replay on a quiet day. Returns the canonical headline, dek, Markdown, evidence clock, generation mode and passing publication receipt. Use this for 'what did Seiche write today?' and quote it without regenerating facts.

The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data faults. Ask this whenever an analysis touches US dollar funding, repo, reserves, the Fed's balance sheet, or liquidity conditions.

The historical days most similar to today's funding conditions, and how often those analogs led to a stress event, plus a novelty flag for whether today has any close precedent. Use to ground a 'what usually happens from here' question in real history.

The backtest scoreboard, stated honestly: recall and precision with 95% confidence intervals over labelled funding events, an orthogonal robustness test, every named episode (hits and misses), and the caveats. Use to judge how much to trust the readings.

Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading.

Labelled crypto stress episodes (Black Thursday 2020, Terra, FTX, the SVB/USDC weekend, the Oct-2025 liquidation cascade, the Ethena unwind) replayed with causal truncation but final/current-vintage inputs against the dollar-funding board. External wrecks show transmission; crypto-native wrecks show the board correctly staying quiet. Use for any 'does TradFi funding stress reach crypto' question, grounded in the record.

Hedge-fund / pension / sovereign positioning nowcast from public prints: the Treasury basis-trade size proxy (CFTC leveraged-fund net short, with a funding-fragility flag), asset-manager duration demand, foreign-official custody flows (H.4.1), a mixed-frequency fused positioning index with uncertainty bands, and how self-exciting stress events currently are (Hawkes branching ratio). Weekly cadence, point-in-time. Ask this when a question involves hedge fund leverage, the basis trade, pension duration bids, or sovereigns buying/selling Treasuries. Built from free public data.

Observed WTI/Brent, commercial-paper and SOFR−IORB evidence; Ballast's WTI/Henry Hub CFTC positioning, gross mark-displacement proxy, paying-side concentration and EIA inventory ledger; live Cushing stocks and the Brent−WTI spread kept separate from dated capacity, benchmark and chokepoint references; the change-on-change oil/CP association; plus explicitly scenario-only cargo-credit, margin and India cash arithmetic. Use when a question asks how oil or energy futures can transmit cash pressure into dollar funding. Ballast is not an observed margin call; dated structure is not live transit data; nothing here is a forecast, trade signal, or Seiche composite input.

The live upstream FX and physical-material pressure read versus funding already priced in SOFR and commercial paper, with the Passage's discovery/holdout ledger, de-clustered analogs, dollar-system context and settlement scenarios. Use for currency weakness, commodity working capital, FX settlement, or whether trade-flow cash pressure is reaching money markets. Context only; an earned link is stable association, not causation.