Normative Stress Dynamics: Empirical Evidence for a Cross-Domain Dynamical Universality Class

Normative Stress Dynamics (NSD) posits that corporate burnout cascades, financial market contagion, and neurological seizure activity belong to a single dynamical universality class governed by leaky stress conservation, adaptive capacity degradation, and homeostatic plasticity. We test this claim empirically across two physical substrates using an identical two-state Kalman filter. In Domain A (cryptocurrency microstructure), we progress through three filtering architectures — SVGD particle filter, Rao-Blackwellized Particle Filter, and Kalman filter — coupled with an agent-based liquidation cascade engine, applied to 300 million Binance BTCUSDT book updates. In Domain B (neurological), we apply the same Kalman filter to scalp EEG recordings from the CHB-MIT Seizure Database. The transition matrix $A$ and control matrix $B$, encoding the structural NSD physics, are held constant across both domains. Only the process noise ($Q$) and measurement noise ($R$) matrices are recalibrated via Maximum Likelihood Estimation to match each domain's signal-to-noise ratio. Under an 11-test causal identification battery, the Kalman pressure state achieves LIKELY CAUSAL in crypto (7/11, Tier 2: 2/4) and 8–10/11 in EEG (Tier 2: 4/4 across all 24 patients tested). The EEG domain provides *stronger* structural causal evidence — do-intervention and time-reversal tests that fail in crypto pass in EEG, for physically interpretable reasons. Cross-patient generalization is confirmed across the entire CHB-MIT database: all 24 patients achieve LIKELY CAUSAL or better (median 10/11, mean 9.5/11, Tier 2: 4/4 for all 24). In a cross-domain transfer learning experiment, the stress persistence parameter $A_{11}$ is empirically extracted from BTCUSDT data via MLE, yielding $A_{11}^{\text{BTC}} = 0.843$ (vs. theoretical prior 0.95). Injecting this Bitcoin-derived physics into the EEG engine *improves* chb01 from 8/11 to 9/11, providing direct evidence that the structural dynamics are transferable across physical substrates. These results constitute the first cross-domain empirical evidence that the NSD state-space model captures a genuine universality class operative in both financial and neurobiological systems.