This archive provides the data products, analysis scripts, and figures used in the paper: “When Buffers Fail: Non-Decomposable Synchronization in Financial Markets” The study investigates market regime transitions from a structural perspective, framing crises as synchronization phenomena in coupled financial systems rather than as predictive signals. The focus is on identifying when markets cease to be decomposable into interacting but separable components, particularly through the joint participation of buffer assets. Contents include:- Asset-specific synchronization indicator time series computed from public ETF data- An aggregated structural signal identifying buffer participation and Stage–2 synchronization- Scripts used to generate all figures reported in the paper- The final figure outputs as provided in the manuscript Underlying market data were obtained from publicly available US ETF OHLCV data (Yahoo Finance) and processed uniformly across assets. All indicators, parameters, and analysis steps correspond exactly to those described in the paper and its appendices. This material is released for academic reproducibility and structural analysis only. It is not intended for trading, forecasting, or real-time risk management, and no predictive or operational use is implied. All interpretations, conclusions, and theoretical claims remain the sole responsibility of the author.
HIDEYUKI CHINO (Tue,) studied this question.