Failure-Mode · CrashTestYourStrategy Ontology

Liquidity Stress

LIQUIDITY_STRESS

Definition

A market regime characterized by deteriorating execution conditions - widening spreads (3x or more vs. baseline), gap-down opens (2 or more days with overnight gaps greater than 3%), and reduced fill quality - typically co-occurring with significant directional drawdowns.

Identifier

LIQUIDITY_STRESS

Slug

liquidity-stress

Score bucket

Yes — contributes to V2 robustness score aggregation.

Regime class

tail_event_regimes

How this term appears in API responses

Appears as termCode in DefinedTerm JSON-LD on /methodology, and as a regime / mode value in /interop agent-API responses.

Operational classification is performed ex-post on simulated replicas; replicas that do not meet the gating definition are excluded from this bucket and may be augmented from a-priori tags when the bucket would otherwise be sparse (Phase 18d).