THv2 › INFORM › Cross-Asset Coverage

Cross-Asset Coverage

Unified 6-class dashboard spanning US equity, international equity, crypto, commodities, FX, and bonds/rates. Per-class factor coverage, scored-ticker counts, Brier cohort, regime detection status, and live data-source health. Honesty contract: classes with zero factors show "no factors registered"; classes with no live data show a red pill — no fabrication.

Honesty contract: Factor counts are read directly from window.THV2FactorLibrary.applicableTo(cls) (Lane A3 registry — grep-verified at authorship). Brier cohort shows "Calibrating" until N ≥ 30 resolved forecasts per class. Data-source status is determined by live HEAD-probe with 5s timeout — offline is displayed honestly when a probe fails. Regime detection is listed as "not wired" until a per-class regime engine is connected. Methodology hash: cross-asset-render-2026-05-02-v1.