## Results Note The reported results are generated using a controlled synthetic limit order book (LOB) environment with a causal regime structure. Key points: - The data includes a latent build-up regime preceding observable stress with a delayed transition. - Evaluation is performed using lead-time (Δ = σ − τ), measuring how early a signal occurs relative to stress. - Precision corresponds to the fraction of detections that occur before stress (early detection rate). - Coverage measures the fraction of stress events that are successfully detected early. The proposed method prioritizes **early and reliable detection** over exhaustive coverage. As a result: - Lead-times are strictly positive. - Precision is high (often 100%). - Coverage is moderate, reflecting a deliberate trade-off between early detection and signal frequency. Baseline methods (imbalance and volatility) achieve higher coverage but produce negative lead-times, indicating reactive behavior. All results are reproducible via the provided pipeline and reflect the designed causal structure of the environment.