Observed risk
A 0–100 asset-relative historical percentile. Zero means low observed risk relative to that asset's history; 100 means high.
Trust Score is a positive-facing view of observed risk. The model combines asset-relative market behavior with attributed news signals when both are available, then exposes contributors, warnings and version information alongside the score.
A 0–100 asset-relative historical percentile. Zero means low observed risk relative to that asset's history; 100 means high.
Trust Score equals 100 minus overall observed risk. It is not a safety grade, investment quality rating or probability of loss.
Timestamps, missing inputs and warnings identify the evidence available for each snapshot. Missing values remain unavailable.
Default component model
When both components are available, the default configuration is 65% technical risk and 35% news risk. Production pages show the model version and configuration identifier used for each snapshot.
Default weight: 65%
Volatility
Annualized log-return volatility across configured windows.
Drawdown
Rolling maximum drawdown relative to the asset's own history.
Price instability
Return shocks and the frequency of recent extreme moves.
Activity anomaly
Unusual volume or trade-count activity; high activity is not automatically negative.
Trend instability
Directional inefficiency or choppiness, not bullish or bearish quality.
Default weight: 35%
Sentiment risk
Risk-oriented sentiment derived from attributed coverage.
Negative-news ratio
The share of attributed coverage classified as negative in the model window.
News frequency
Coverage frequency over configured short and medium windows.
Sentiment momentum
Observed change in sentiment, not price momentum.
Recency pressure
The relative weight of recent attributed coverage.
If attributed news coverage is insufficient, news risk is null, the model falls back to available technical inputs and the snapshot carries a warning. A missing value is never treated as zero.
Timestamp
When the snapshot was calculated
Timeframe
The observation window
Warnings
Material gaps or fallback states
Version + hash
The model and configuration used
Asset-relative percentiles support directional comparison but are not identical probabilities of loss. News outputs depend on coverage, sentiment and asset attribution. The current model does not include on-chain data, funding, open interest, liquidations, order books, macro regimes or social data.
Apply the method
No investment advice. The methodology explains a descriptive risk model. It does not determine whether an asset is suitable for a person, portfolio or investment objective.