Wasn't the US housing crisis of the late 2000s caused by that 99% threshold? Not in finance at all but I do use reverse Kalman filters, to which this seems sim

Wasn't the US housing crisis of the late 2000s caused by that 99% threshold? Not in finance at all but I do use reverse Kalman filters, to which this seems similar in core concepts. While reverse Kalman filters are incredibly helpful in reducing cloud spends by predicting when to auto scale, you still have to have metrics to quickly recover from mistakes. Based only on tech interviews with HFT companies, I would assume someone could predict your moves using these methods based on historical data. But perhaps I am just too risk adverse or am missing the core concept.