← The evidence ledger
Evidence row 119906
Observed , by baseline/1.
- Kind
- listing
- About
- source_record x402_bazaar:https://saylorinnovations.com/api/finance/risk-metrics
- Recorded
- Previous row
- None: the first of its kind about this subject
- Body SHA-256
- 6b7da281f2fcb12caf75e8bf21353a1fab5b7ab00a40ad3b7f853ee2d985cbb9
- Leaf
- 0xda5746fd6ad019a12e5f351622250203410c5428629a8493493a2c00ed89eefc
What was observed
{
"endpoints": [
[
"x402",
"https://saylorinnovations.com/api/finance/risk-metrics"
]
],
"name": "Saylor Innovations Data Desk",
"owner_address": "0xa2a8df0f7caabea4e120a2568118f141569fc8aa",
"raw": {
"accepts": [
{
"amount": "10000",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"assetTransferMethod": "eip3009",
"facilitatorOnly": true,
"memo": "saylor:datadesk:risk-metrics",
"name": "USD Coin",
"note": "Base settles through an x402 facilitator. Send payload.signature and payload.authorization (EIP-3009); there is no self-submitted path on this network.",
"version": "2"
},
"maxTimeoutSeconds": 120,
"network": "eip155:8453",
"payTo": "0xA2A8dF0f7CaaBEa4e120a2568118f141569fc8aa",
"scheme": "exact"
},
{
"amount": "10000",
"asset": "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359",
"extra": {
"assetTransferMethod": "eip3009",
"facilitatorOnly": true,
"memo": "saylor:datadesk:risk-metrics",
"name": "USD Coin",
"note": "Polygon settles through an x402 facilitator. Send payload.signature and payload.authorization (EIP-3009); there is no self-submitted path on this network.",
"version": "2"
},
"maxTimeoutSeconds": 120,
"network": "eip155:137",
"payTo": "0xA2A8dF0f7CaaBEa4e120a2568118f141569fc8aa",
"scheme": "exact"
},
{
"amount": "10000",
"asset": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
"extra": {
"assetTransferMethod": "eip3009",
"facilitatorOnly": true,
"memo": "saylor:datadesk:risk-metrics",
"name": "USD Coin",
"note": "Arbitrum settles through an x402 facilitator. Send payload.signature and payload.authorization (EIP-3009); there is no self-submitted path on this network.",
"version": "2"
},
"maxTimeoutSeconds": 120,
"network": "eip155:42161",
"payTo": "0xA2A8dF0f7CaaBEa4e120a2568118f141569fc8aa",
"scheme": "exact"
},
{
"amount": "10000",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"extra": {
"feePayer": "GVJJ7rdGiXr5xaYbRwRbjfaJL7fmwRygFi1H6aGqDveb",
"memo": "saylor:datadesk:risk-metrics",
"reference": "7ps9kCUr9Pw5AusnTs9HTcPvoiMnBKpAgmZinsaw2e6h",
"session": "eyJhcnRpY2xlSWQiOiJkYXRhZGVzazpyaXNrLW1ldHJpY3MiLCJyZWZlcmVuY2UiOiI3cHM5a0NVcjlQdzVBdXNuVHM5SFRjUHZvaU1uQktwQWdtWmluc2F3MmU2aCIsInJlY2lwaWVudCI6IjdMU2pmckpmOGZOc0I4VkE5dTdOM1dFbjI1c21RTHBvYjNTdnlVdlhhY3k3IiwibWludCI6IkVQakZXZGQ1QXVmcVNTcWVNMnFOMXh6eWJhcEM4RzR3RUdHa1p3eVREdDF2IiwibWluQW1vdW50IjoxMDAwMCwiZXhwIjoxNzkyNTYyNjQxNjc5fQ.orKqnnqjCktnGgs-O34VZ6p4zPabtMh-g-0jWuGnPdY"
},
"maxTimeoutSeconds": 120,
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "7LSjfrJf8fNsB8VA9u7N3WEn25smQLpob3SvyUvXacy7",
"scheme": "exact"
},
{
"amount": "10000",
"asset": "Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB",
"extra": {
"feePayer": "GVJJ7rdGiXr5xaYbRwRbjfaJL7fmwRygFi1H6aGqDveb",
"memo": "saylor:datadesk:risk-metrics",
"reference": "89yE2awDqS2qDrW2aFNZs5myzj8vvAsXZmhqJGTZBNxq",
"session": "eyJhcnRpY2xlSWQiOiJkYXRhZGVzazpyaXNrLW1ldHJpY3MiLCJyZWZlcmVuY2UiOiI4OXlFMmF3RHFTMnFEclcyYUZOWnM1bXl6ajh2dkFzWFptaHFKR1RaQk54cSIsInJlY2lwaWVudCI6IjdMU2pmckpmOGZOc0I4VkE5dTdOM1dFbjI1c21RTHBvYjNTdnlVdlhhY3k3IiwibWludCI6IkVzOXZNRnJ6YUNFUm1KZnJGNEgyRllENEtDb05rWTExTWNDZThCZW53TllCIiwibWluQW1vdW50IjoxMDAwMCwiZXhwIjoxNzkyNTYyNjQxNjc5fQ.xM5tGRA3TUfgCi1k3t05uYJcSFAUbGXDI-kWWfMKeaE"
},
"maxTimeoutSeconds": 120,
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "7LSjfrJf8fNsB8VA9u7N3WEn25smQLpob3SvyUvXacy7",
"scheme": "exact"
},
{
"amount": "91855",
"asset": "So11111111111111111111111111111111111111112",
"extra": {
"memo": "saylor:datadesk:risk-metrics",
"native": true,
"note": "Native SOL: send lamports with a system transfer, not an SPL transfer. Price is quoted live and this quote expires in 120s.",
"quotedLamports": "94696",
"reference": "2RYLB2TEdxqfTj8cSDpEntQhusWzFpkk1XUMq69hfBfM",
"session": "eyJhcnRpY2xlSWQiOiJkYXRhZGVzazpyaXNrLW1ldHJpY3MiLCJyZWZlcmVuY2UiOiIyUllMQjJURWR4cWZUajhjU0RwRW50UWh1c1d6RnBrazFYVU1xNjloZkJmTSIsInJlY2lwaWVudCI6IjdMU2pmckpmOGZOc0I4VkE5dTdOM1dFbjI1c21RTHBvYjNTdnlVdlhhY3k3IiwibWludCI6bnVsbCwibWluQW1vdW50Ijo5MTg1NSwiZXhwIjoxNzkyNTYyNjQxNjc5fQ.8bnYjRdHmAg3CS5V38tDHP9KHCDxN2yQHjc_hkgaunY",
"solUsdPrice": 105.6
},
"maxTimeoutSeconds": 120,
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "7LSjfrJf8fNsB8VA9u7N3WEn25smQLpob3SvyUvXacy7",
"scheme": "exact"
}
],
"description": "Risk statistics for a price or return series: Sharpe, Sortino, Calmar, max drawdown, historical and parametric value at risk, CVaR, volatility and win rate.",
"extensions": {
"bazaar": {
"info": {
"input": {
"method": "GET",
"queryParams": {
"periods_per_year": "365",
"prices": "100,102,101,105,103,108,104,110,107,112"
},
"type": "http"
},
"output": {
"example": {
"annualized_return_percent": 9809.785,
"annualized_volatility_percent": 70.284,
"best_period_percent": 5.769,
"calmar_ratio": 2648.642,
"cvar_95_percent": 3.704,
"max_drawdown_peak_index": 5,
"max_drawdown_percent": -3.704,
"max_drawdown_trough_index": 6,
"note": "Computed from the supplied series only (sample standard deviation, downside deviation against the risk-free rate). Value at risk is a one-period loss expressed as a positive percentage. Drawdown indexes count positions in the series, 0 being the first price.",
"periods": 9,
"periods_per_year": 365,
"sharpe_ratio": 6.89,
"sortino_ratio": 14.987,
"source": "Standard portfolio performance and value-at-risk statistics",
"total_return_percent": 12,
"var_95_historical_percent": 3.313,
"var_95_parametric_percent": 4.724,
"var_99_historical_percent": 3.626,
"win_rate_percent": 55.56,
"worst_period_percent": -3.704
},
"type": "json"
}
},
"schema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET"
],
"type": "string"
},
"queryParams": {
"properties": {
"periods_per_year": {
"description": "optional, 365 for daily crypto, 252 for stocks, 12 monthly",
"type": "string"
},
"prices": {
"description": "comma-separated prices in time order (2-2000), or",
"type": "string"
}
},
"required": [
"prices"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"annualized_return_percent": {
"description": "Compound annual growth rate implied by the series, in percent",
"type": "number"
},
"annualized_volatility_percent": {
"description": "Standard deviation of returns scaled to a year, in percent",
"type": "number"
},
"best_period_percent": {
"description": "Best single-period return, in percent",
"type": "number"
},
"calmar_ratio": {
"description": "Annualised return divided by the maximum drawdown, null if there was no drawdown",
"type": [
"number",
"null"
]
},
"cvar_95_percent": {
"description": "Average loss in the worst 5% of periods (expected shortfall)",
"type": "number"
},
"max_drawdown_peak_index": {
"description": "Series position of the peak before the worst drawdown (0 is the first price)",
"type": "number"
},
"max_drawdown_percent": {
"description": "Largest peak-to-trough fall of the compounded equity, in percent",
"type": "number"
},
"max_drawdown_trough_index": {
"description": "Series position of the trough of the worst drawdown",
"type": "number"
},
"note": {
"description": "Plain-language caveat about how to read and use the result",
"type": "string"
},
"periods": {
"description": "Number of period returns analysed",
"type": "number"
},
"periods_per_year": {
"description": "Periods per year used for annualising",
"type": "number"
},
"sharpe_ratio": {
"description": "Annualised excess return per unit of volatility, null if volatility is zero",
"type": [
"number",
"null"
]
},
"sortino_ratio": {
"description": "Annualised excess return per unit of downside deviation, null if there is no downside",
"type": [
"number",
"null"
]
},
"source": {
"description": "Where the data or formula comes from",
"type": "string"
},
"total_return_percent": {
"description": "Compounded return over the whole series, in percent",
"type": "number"
},
"var_95_historical_percent": {
"description": "One-period loss not exceeded 95% of the time, from the empirical distribution",
"type": "number"
},
"var_95_parametric_percent": {
"description": "95% value at risk assuming normally distributed returns",
"type": "number"
},
"var_99_historical_percent": {
"description": "One-period loss not exceeded 99% of the time, from the empirical distribution",
"type": "number"
},
"win_rate_percent": {
"description": "Share of periods with a positive return",
"type": "number"
},
"worst_period_percent": {
"description": "Worst single-period return, in percent",
"type": "number"
}
},
"required": [
"sharpe_ratio",
"max_drawdown_percent"
],
"type": "object"
},
"type": {
"const": "json",
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}
}
},
"iconUrl": "https://res.cloudinary.com/bdb-prod/image/upload/c_fill,ar_1:1,w_256,h_256,f_auto,q_auto/v1791811517/bazaar-icons/bc5e2b3d111ebbef.jpg",
"lastUpdated": "2026-10-21T06:02:01.728Z",
"quality": {
"l30DaysTotalCalls": 2,
"l30DaysUniquePayers": 2,
"lastCalledAt": "2026-10-21T06:02:01.386Z"
},
"resource": "https://saylorinnovations.com/api/finance/risk-metrics",
"serviceName": "Saylor Innovations Data Desk",
"tags": [
"sharpe ratio calculator",
"max drawdown of a price series",
"value at risk historical 95",
"sortino ratio crypto portfolio",
"backtest performance statistics"
],
"type": "http",
"x402Version": 2
},
"source": "x402_bazaar",
"summary": "Risk statistics for a price or return series: Sharpe, Sortino, Calmar, max drawdown, historical and parametric value at risk, CVaR, volatility and win rate."
}What the leaf hashes
{"body":"6b7da281f2fcb12caf75e8bf21353a1fab5b7ab00a40ad3b7f853ee2d985cbb9","id":119906,"kind":"listing","method":"baseline/1","observed_us":1793025616922703,"prev":null,"subject":"x402_bazaar:https://saylorinnovations.com/api/finance/risk-metrics","subject_kind":"source_record"}Proof
Fold these into the leaf in order, hashing each sorted pair with keccak256, to reach the root of (296695 rows).
- 0xda57430b72c94710f38c56702364b2c51e79ffb2743f9abbdf6f921284ea7e71
- 0x713eef16c9c1283102ad59dfadc1604a528613ccddf4597010f5453c9a269d93
- 0xe73edacbf9f75d471c644fb9d07d1194ef258a54b89d9e93ac3e91e4c4429107
- 0x2a287e785114f4639c0957d9c3f465fb7589d2c095815d5ae741122630206740
- 0x668083bb4edecbfbef1b3941904f065eee75bd1b3f8b2108079ad404f4e38191
- 0x22d78341b2595ea8c8615b2d2b26cdbf45739f0f64b6212114aa4f4edba91007
- 0x2030818ff9d99b2ae292e780b83ae1ca72cb213a3f4f9983f3e28e0fbbd328db
- 0x99549223eee76e73c55d51cc7bd22a8e39053c56ba2f6696cf0fc04978992cc8
- 0xae89001d4c97903889c766d60bd3b25eacd7fe5746ffb5b7bb83691a15ce2888
- 0x429b947d002ce61e52aff09d50ec7bad28ee2fc33fd637320eaaa2d4d00b0f3d
- 0x29700235b227055ce880d43e14eac146f6698beb898c5815b2dace9d29cb0d8c
- 0x3704bc5ad033a79977899a5ead894cf50c0b8c8432c020959cefe2af561eb5ee
- 0xcd9e3af1fa905ec61b99ee9442716d7c7a439aecacd018ec229a24def1cabf6b
- 0x6b927d53caa5125cdba9255612d524976c691f8672796c3f0885ba2c5b3af1ad
- 0x6dc40f983a3840a0ad927a9ca17f4ff1e3b649a6c735e2a09b140db7c2caf13b
- 0x703f95866af09c5e5d6ead7411e9a10f964a41a2aff64d4a55ff0053c023a023
- 0xd0651cb9bc8155eb52b5247d506e74b8a935057dc190ba52091702ac25ed3a40
- 0x9a9024edb5069d88a324facb310a5ce8e495214bbaa968f077bede437390194f
- 0x9b9ce5b74b9bab5121612ef6b64920a8d453cbf311096a423eef9702747e868a
- Day root
- 0xf43e8dcc3d451a4788b26be904c55e8c4c0fa75c9666796c51db38d37e2c0df8
- Chained
- 0x702d5ac508f08b0d1accf36af25822d8e5660367494edd17a642fb61e158a57a
- Published
- On Arc Testnet, block 69251483: 0x495162f8936e19f0039918feebe6c307f327cd6bf8c37219620b1970041fa9ae