What if the 2008 collapse, SVB, and GLD's April drop all had the same structural signal weeks before price moved?

I've been tracking a structural coherence metric on financial assets - it measures the internal coherence of an asset rather than price direction. Outputs a number from 0-1 and a regime depends on that: stable, transition or breakdown. When score drops into transition/breakdown while price hasn't moved yet that's where the risk for the assets sits. Not a price prediction. Not a buy/sell signal. Think of it as a structural risk layer - the kind of metric risk manager use to ask "is the condition