Oct 2025 BTC Cascade Simulation

[RZhang05]

UnitZero sim: study14_oct10_2025_liquidation_cascade.py

Parameters

• BTC: 1440 minute ticks, fell from $121,713 to $108,931 (-11.01% max drawdown)
• Rebalance: every tick (per-minute)
• 1 agent
• initial = 1.1, min = 1.015, target = 1.05

Pass criteria

• 0 liquidations