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One number for how much can go wrong, built from risk alone and never from return. Higher is worse.Note 13
It is not a rating of how good a strategy is. Return is not an input — not as a component, not as a tie-break, not inverted. A number that mixed performance in would rank strategies by quality, and a quality ranking is the leaderboard this site exists to counterbalance. Sorting this page does not tell you what to buy; it tells you what could hurt.
It is not the provenance grade. How well evidenced a strategy is lives in evidence, deliberately apart: averaged together, a thoroughly documented risky vault would score like an undocumented safe one and you could not tell which you were holding.
The weights are a judgement, not a finding. No data set could give the right ones — that would need many observed failures with known causes, and the missing record of failures is this site’s whole premise. They are published below so you can disagree, and every component is shown separately so you can ignore the total and read the parts.
Risk across, ninety-day return up, and deliberately no line drawn between them. A trend line here would assert that risk buys return, which this data does not show and nobody should be sold. Top-left is not a recommendation: it is a vault that has not yet been paid for the risk it carries, or one whose risk we could measure less of.
The three highest returns on this chart are vaults from which nothing could be withdrawn at the last reading — drawn as rings. They sit mid-axis because no fall has happened, and none can happen to a depositor who cannot leave until it already has. A chart of return alone would have put them at the top and said nothing else.