Wallet Graph Module (30%)
Counterparty concentration, wash patterns, insider propagation, and sybil pressure.
We combine behavioral, structural, and market signals into a versioned scoring system designed to be auditable.
Composite score from 0-100 across five modules.
Counterparty concentration, wash patterns, insider propagation, and sybil pressure.
Depth resilience, unlock pressure, and volatility stress projections.
Privilege paths, pause-mint controls, proxy risks, and hidden behavioral flags.
Monte Carlo vesting shock scenarios and treasury concentration risks.
Unsupervised detection against historical exploit and rug trajectories.
Every model update ships with changelog, data window, and validation deltas.
Performance is measured across balanced cohorts: known exploits, false-alarm controls, and live protocols.
Quarterly drift checks for precision, recall, and confidence calibration by score tier.
Precision, false positive rate, and top signal features are exposed in dashboard telemetry.
Measured accuracy of positive risk classifications.
Frequency of risk flags that do not materialize.
Backtested performance across labeled historical events.
Public model versioning with changelog and evaluation deltas.