Multi-Regime Observations Across Fifteen Digital Asset Windows

Mike Rogers

MPRA Paper from University Library of Munich, Germany

Abstract: This paper presents the public edition of CVE Case Study #3: Multi-Regime Observations Across Fifteen Digital Asset Windows, published under the 135 Research imprint using authenticated Kaiko market data under the CVE v2.1 framework. The study extends prior single-window and multi-asset CVE work into a fifteen-window regime observation panel. Across fifteen independent 72-hour UTC windows, the same six-asset observation structure is rebuilt at one-minute resolution across BTC, ETH, SOL, XRP, USDC, and USDT. Each regime is treated as a bounded observation record, with documented venue assignments, panel conditions, figure references, verification artifacts, and SHA-256 fingerprints. The objective is not prediction. The objective is reproducible observation of how participation, volatility, stablecoin peg behavior, venue structure, timing signatures, and asset dispersion present across different market conditions. The DOI-backed public archive is available on Zenodo at: https://doi.org/10.5281/zenodo.20071554

Keywords: digital assets; market microstructure; crypto market structure; capital velocity; Capital Velocity Economics; stablecoins; regime observation; liquidity; tokenization; reproducible research; SHA-256 verification; empirical finance; quantitative finance; digital asset markets; high-frequency market data; volatility regimes; time-series analysis; tokenized financial assets; real-world assets; tokenized real-world assets; RWA; CVE (search for similar items in EconPapers)
JEL-codes: C32 C55 C58 E42 G10 G14 G15 O33 (search for similar items in EconPapers)
Date: 2026-05-06
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