HAI Group launches CORE.3 with PoL — a quantitative Probability of Loss risk metric for Web3
HAI Group has launched CORE.3, an upgraded risk-intelligence platform for Web3 that introduces a new Probability of Loss (PoL) metric. CORE.3 converts on-chain data, historical exploit records and economic-feasibility signals into a single quantitative PoL score that estimates the likelihood of financial loss from interacting with a protocol or smart contract. The framework ingests 100+ data points organized into Conditions (raw facts such as audit status and admin key controls), Metrics (grouped assessments like smart-contract risk and reserve transparency) and Categories (domain weighting that emphasises critical factors). A separate Proof-of-Opinion layer captures subjective inputs (ecosystem relevance, adoption) but is excluded from the PoL calculation. The initial rollout covers roughly 50 projects, with HAI planning to expand coverage to 1,000+ projects within three months. CORE.3 offers dashboards for quick manual review and API access for integration into trading workflows and risk systems, enabling automated pre-trade checks, exposure sizing and due diligence. HAI positions CORE.3 as an independent analytics tool within the Hacken ecosystem (Hacken, HackenProof, CER.live), not as investment advice or a ratings agency. For traders, the key takeaways are a new quantitative risk score (PoL) to use alongside existing indicators, API-based automation for risk checks, and faster on-chain protocol risk assessments that aim to reduce information asymmetry and help manage counterparty and protocol risk.
Neutral
CORE.3 is primarily an infrastructure and analytics upgrade rather than a protocol launch or financial instrument that would directly move token prices. For traders, the PoL score and APIs improve risk visibility and can reduce information asymmetry, which may lead to more informed position sizing, faster deleveraging, or reduced exposure to high-risk protocols. Short-term market price impact on individual tokens covered is likely limited and mixed: some assets could see brief selling if PoL flags a high risk, while clearer risk signals can restore confidence in other assets. Over the medium to long term, standardized, quantitative risk metrics tend to stabilise markets by enabling better risk management and institutional participation. Because CORE.3 does not alter on-chain fundamentals or introduce new liquidity, its net directional price effect is neutral overall but may cause idiosyncratic moves for projects with newly revealed high or low PoL scores.