Recent 2026 studies on cross-asset correlation confirm that before a crash, the first eigenvalue of the correlation matrix spikes, indicating that all assets are moving in lockstep to a single "dominant tune." This is the non-local field updating instantly: a shock in one sector (a "doorway" change) reconfigures the guidance field for all assets immediately, often before volatility (VIX) reacts. https://arxiv.org/html/2604.17251