I discovered this (rather unfortunate) fact with my attempt at a Scold's Autominer. My Volatile Dead Mines cost 132 mana; Each use deals 528 damage to me, and I have zero physical mitigation (no armor, no pantheon mitigation). Level 1 CWDT has a damage threshold of 528 damage. I tried unspeccing Zealot's Oath (so I had zero regen at the time of use) but that doesn't do anything, either
Looks like CwDT skills currently trigger when their damage total exceeds their threshold, not when it is exactly met. Have made an issue to fix this.
Good catch!