Output C — Rotation Events

Event-driven detection of capital rotating from one cluster to another.

Cadence

Event-driven; emitted when a source cluster's internal correlation breaks down past the configured threshold while a destination cluster is strengthening and absorbing volume.

Schema

The pydantic model is memenet.schemas.rotation.RotationEvent.

Example payload:

{
  "alert_id": "rot_20260502_140523",
  "timestamp": "2026-05-02T14:05:23Z",
  "type": "rotation",
  "from_cluster": {"id": "cluster_0", "correlation_breakdown_pct": -22},
  "to_cluster": {"id": "cluster_3", "correlation_strengthening_pct": 18, "volume_inflow_pct": 47},
  "beneficiaries": [
    {"coin": "GOAT", "expected_move_pct": 12, "confidence": 0.71}
  ],
  "lookback_window_hours": 24,
  "expected_lag_minutes": 60
}

Confidence

The confidence field on each beneficiary is the product of the base statistical confidence and the Output E regime confidence multiplier. When the regime is degraded, risk_on_blowoff, risk_off_crash, decorrelated, or structural_break, rotation alerts are typically suppressed or heavily attenuated.

How to consume

Alerts are appended to outputs/signals/rotation.parquet and optionally forwarded to a configured webhook (Phase 5).