I've spent the last year working on a framework that treats financial risk as a conserved vector field rather than a scalar probability. The model (ART-2D) uses coupled Langevin dynamics to identify a phase transition threshold ($\Sigma \approx 0.75$).Backtesting shows it flagged the 2008 GFC 13 months early and the Terra/Luna collapse 5 days early. I'm looking for feedback on the entropy term derivation.