DR-DDEI-RISK-0.1 · Mechanism Laboratory

DDEI RISK ARCHITECTURE

Capital weight is not the same as risk weight. Research only. Not a live index. Not a freeze.

RESEARCH · SIMULATION · NOT INVESTMENT PERFORMANCE · NOT INVESTABLE · £0 REAL CAPITAL · PAPER

RESEARCH ONLY · LIVE PUBLISHED = FALSE · FROZEN = FALSE · TAPE DR-DDEI-HIST-0.1

Capital N-effective

19.5

Risk N-effective

19.5

Mean pairwise corr

0.50

Latest research snapshot — capital vs risk contribution

2025-12-31 · n=27

Asset	Capital weight	Risk contribution
BTC	10.0%	5.3%
ETH	10.0%	12.1%
XRP	7.9%	8.9%
BNB	7.3%	4.5%
TRX	6.8%	1.8%
SOL	6.1%	6.3%
ADA	4.2%	5.6%
DOGE	4.1%	6.5%
LEO	4.0%	0.3%
AVAX	3.6%	5.0%
LINK	3.3%	4.7%
BCH	3.3%	1.7%
SHIB	2.8%	3.6%
LTC	2.8%	2.7%
DOT	2.5%	3.2%
AAVE	2.4%	2.3%
HBAR	2.4%	3.2%
XLM	2.1%	3.4%
NEAR	2.0%	2.6%
ONDO	1.9%	2.3%

What this run does not show

Under the reconstructed Zipf/proxy size tape, risk adjustment changes contribution shares but does not remove systemic crypto drawdowns. Size remains class C. Complexity is not earned enough to freeze.

Input mix remains partly proxy (class C). Ready to freeze: NO. Live DDEI: NO.

Historical reconstruction · Architecture tournament