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This paper evaluates whether cumulative structural imbalance between balance-sheet evolution and financial integrative capacity improves the prediction of corporate financial distress beyond conventional ratio-based models. Building on an operational formulation of the Law of Alignment, the study introduces a capacity-adjusted deviation metric designed to capture path-dependent structural drift rather than static financial conditions. Using a panel of approximately 300 publicly listed U.S. firms and confirmed distress events, the analysis constructs a rolling cumulative misalignment measure based on net working capital dynamics relative to interest-coverage capacity. Predictive performance is assessed through cross-validated logistic models, discrimination metrics (AUC and PR-AUC), calibration analysis, survival modeling, and robustness testing. Results indicate that incorporating cumulative structural imbalance improves out-of-sample distress prediction relative to baseline financial ratio models, suggesting that financial fragility may emerge through sustained proportional misalignment rather than instantaneous weakness alone. The findings support the interpretation of distress as a boundary-breach process driven by structural drift in finite-capacity systems. The contribution is methodological rather than universal: the study tests one operationalization of cumulative proportional imbalance within corporate finance as an empirical testbed for broader structural modeling frameworks. Limitations, robustness conditions, and future cross-domain extensions are explicitly discussed.