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Structural Fragility · 02

Roundel.

Non-linear breakpoint detection and ruin reverse-engineering. Instead of forecasting rare event probabilities, Roundel maps system responses under expanding stress and detects where structural resilience breaks.

Fragility Mapping & Reverse Stress Testing

Ruin events are too rare to statistically calibrate predictive models: claiming an exact probability for a black swan is an illusion. Roundel assumes the opposite: it applies stress multipliers (2x, 5x, 10x historical volatility) to exposures known today (energy costs, leverage, key supplier loss) and observes where response curves cease being linear and become concave.

That breaking point — not a predictive score — is the core output. In parallel, Roundel works backward from a declared ruin scenario («what would need to happen for this system to collapse completely?») to measure today's safety margin, even for scenarios never seen in historical data.

Recommendations operate via Via Negativa: removing single points of failure, reducing leverage, and diversifying concentration, rather than speculating on theoretical hedges for a forecasted risk.

Reverse Stress Testing Simulator

Distance to Ruin & Concavity Detection

Simulate stress multipliers to locate the non-linear breakpoint before systemic collapse.

BREAKPOINT S_crit1x (85 €/MWh)8x (680 €/MWh)
Stress Multiplier3.0x
1.0x (Ordinario)4.5x (Ruin point)7.5x (Shock Estremo)
Price per MWh255 €/MWh
Margin to Ruin+1.5σ
Via Negativa

Via Negativa: remove rigid fixed-price supply contracts without indexation.

Roundel Principles

No ordinary calibration ledger for ruin: confidence is built through contestable stress testing and a track record of weathering real shocks without collapse.

10x

Non-Linear Stress Multipliers

Applies expanding stress to existing exposures to reveal where damage scales disproportionately relative to shock.

RUIN ZONES₀S_critΔσ_ruin →

Reverse Stress Testing & Back-Engineering

Defines total ruin thresholds and calculates the required trajectory and margin from present state.

Ω ∖ {x_fragile}

Via Negativa Interventions

Identifies dependencies to eliminate — vendor concentration, contractual rigidity, exposed leverage — building resilience without bloat.

The Integrated Architecture

Vektor calibrates probabilistic shapes of ordinary risk. Probe equips agents with cognitive imagination. Roundel maps extreme stress responses and eliminates structural fragility before ruin strikes.