{
  "artifact": "Volatility Cascade Engine baseline",
  "status": "Implemented research prototype",
  "data": "Fully synthetic",
  "source_snapshot": "March 2026",
  "reproduced_on": "2026-07-29",
  "seed": 42,
  "fund_count": 6,
  "asset_count": 5,
  "shocked_asset": "CHIP",
  "shock_grid_pct": [
    2,
    4,
    6,
    8,
    10,
    12,
    14,
    16,
    18,
    20,
    22,
    24,
    26,
    28,
    30
  ],
  "price_impact_alpha": 0.75,
  "market_depth_per_asset": 950.0,
  "price_floor": 5.0,
  "maximum_rounds": 12,
  "limitations": [
    "No empirical calibration",
    "Fixed stylized margin thresholds",
    "Fixed liquidation fractions",
    "Constant market depth",
    "No transaction costs, bid-ask spread, options, or endogenous margin policy",
    "Educational and research prototype only"
  ]
}