Onchain credit assessment

Enter a wallet address. NOS scores its creditworthiness from onchain collateral, open leverage, liquidation history, and repayment record, and maps the result to a lending limit.

Try:

Result — coverage —

—

/ 1000

—

3005406908501000

Max LTV

—

Credit line

—

Base APR

—

Risk vitals

Model confidence —. Vitals are derived from lending positions, perp and options margin accounts, and DEX liquidity.

Score composition

A weighted sum of six factors. Each factor has a fixed policy weight and a 0–100 sub-score; the point contribution to the 1000-scale score is shown for every one.

Factor	Weight	Sub-score	Contribution

Position and liquidation risk

The open derivatives book is reconstructed leg by leg: leverage, notional, mark, and the price that triggers liquidation. This is the fastest-moving driver of onchain default.

Instrument	Size	Lev.	Entry	Mark	Liq. price	uPnL

Stress and tail risk

Methodology

Deterministic and reproducible. Same address, same block, same score. Every input comes from public chain state.

Pipeline

Entity resolution. Cluster related wallets and screen for Sybil patterns and identity attestations (ENS, Gitcoin Passport, POAP).
Balance-sheet reconstruction. Index lending, perps, options, and LP positions into one assets and liabilities view.
Derivatives risk. Compute health factor, aggregate leverage, liquidation distance, and 95% VaR on the live book.
Factor scoring. Map each dimension to a 0–100 sub-score with calibrated feature functions.
Composite and limits. Weighted aggregation to a 0–1000 score, then translate to LTV, credit line, and APR.

Factor weights

Rating bands

Grade	Score	Class	Max LTV
AAA / AA	760–1000	Prime	68–80%
A	690–759	Near-prime	58–67%
BBB	620–689	Near-prime	48–57%
BB	540–619	Subprime	34–47%
B / CCC	below 540	High risk	0–33%

Data sources

Lending: Aave, Compound, Morpho, Maker
Perps: GMX, Hyperliquid, dYdX
Options: Lyra, Aevo
Liquidity: Uniswap, Curve
Identity: ENS, Gitcoin Passport, POAP