Methodology v1.0.0

How scores are calculated.

Every protocol score is a weighted composite of four public indicators on a 0–100 scale where higher means lower risk. Weights, inputs and thresholds are published here, versioned with the API, and every factor value is visible on the protocol page.

30%

Liquidity Health

Measures liquidity depth, trend and stability.

25%

Protocol Activity

Measures transactions, unique senders and usage trend.

25%

Collateral Health

Measures utilisation of collateralised lending markets.

20%

Security & Transparency

Measures documentation, contract information and security signals.

Composite score
Liquidity 30
Activity 25
Collateral 25
Transp. 20

score = 0.30·L + 0.25·A + 0.25·C + 0.20·T

When a component does not apply (no collateralised borrowing) or its inputs are unavailable, its weight is redistributed proportionally across the remaining components. The effective weights used are published with every score.

Risk bands
BandScoreMeaning
Low75–100Deep liquidity, healthy collateral, documented
Moderate60–74Acceptable conditions, one indicator lagging
Elevated40–59Two or more indicators under threshold
High0–39Thin liquidity or unhealthy collateral
Factor definitions

Every input, its weight and its mapping.

Liquidity Health · 30%

Source. DefiLlama Stacks-chain TVL history, cleaned for adapter outliers.

FactorWeightMapping to 0–100
Liquidity depth (TVL)50%log scale: $100K → 0 · $1M → 25 · $10M → 50 · $100M → 75 · $1B → 100
30-day TVL trend25%−50% → 0 · −20% → 30 · flat → 65 · +20% → 90 · +50% → 100
30-day stability25%60% max drawdown (2% → 100 … 80% → 0) + 40% daily volatility (1%/d → 100 … 25%/d → 0)

Protocol Activity · 25%

Source. Hiro Stacks API: direct calls to the registered entry-point contracts, 7-day window.

FactorWeightMapping to 0–100
Transactions, 7 days40%log scale: 10 → 0 · 100 → 33 · 1,000 → 67 · 10,000 → 100
Unique senders, 7 days35%log scale: 5 → 0 · 50 → 37 · 500 → 74 · 2,500 → 100
Trend vs prior week15%−60% → 10 · flat → 60 · +30% → 85 · +100% → 100 (excluded when the prior week is not covered)
Transaction success rate10%70% → 0 · 85% → 40 · 95% → 80 · 99% → 100

Collateral Health · 25%

Source. DefiLlama borrowed value for lending / CDP protocols. Not applicable to DEXs and liquid stacking: the weight is redistributed.

FactorWeightMapping to 0–100
Utilisation (borrowed ÷ supplied)70%≤50% → 100 · 80% → 60 · 95% → 20 · 100% → 0
Utilisation change, 7 days30%−10 pts → 100 · flat → 80 · +10 pts → 40 · +20 pts → 10

Security & Transparency · 20%

Source. Protocol registry (config/protocols.json, each entry cites a public source) and Hiro contract metadata.

FactorWeightMapping to 0–100
Contract source verifiable on-chain20%share of registered contracts found on Stacks with readable Clarity source
Public audits listed25%0 → 0 · 1 → 60 · 2+ → 100
Public source repository15%yes → 100
Public documentation10%yes → 100
Oldest tracked contract age15%0 mo → 0 · 6 mo → 35 · 12 mo → 65 · 24+ mo → 100
Governance / upgrade control10%DAO or governance contract → 100 · multisig → 60 · unknown → 0
Bug bounty programme5%yes → 100

Data quality rules

  • TVL points below 5% of the 90-day median are excluded as adapter outliers when the series has since recovered. Exclusions are shown on the protocol page.
  • Activity is measured on direct calls to the registered entry-point contracts. When the pagination cap is hit before covering 7 days, counts are extrapolated and marked as estimated.
  • Ecosystem totals are summed on a common daily calendar with forward-filled protocol series.

Known limitations of v0.1

  • Internal contract-to-contract calls are not counted, so activity for protocols routed through aggregators or newer entry points can be understated. The registry is versioned and reviewed.
  • Collateral health depends on the DefiLlama adapter exposing borrowed value; Granite currently reports none, so its collateral component is not applicable.
  • Transparency factors are rubric-based on public sources; they do not assess audit quality or scope.
  • Score history accumulates from the first scoring run; the liquidity component is back-filled from TVL history.
Scores are analytics, not financial recommendations. Methodology v1.0.0 · Sep 2026
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