GetHolderTypeFlows
shallowio.github.daniel3303/equibles · Verify this server
Market-wide 13F money flows for a closed quarter by kind of filer: what each bucket bought and sold, net flow, net flow as % of its prior 13F book, and net buyers vs sellers. Buckets: holder type (regulatory records, never names), measured style, turnover, horizon, book size, client base, private funds or location. Optionally split by sector, with ETFs apart. Trades are priced at quarter-average prices; filers with no 13F the quarter before add no flow.
1 trials · measured 1 day ago
GetHolderTypeFlows scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.daniel3303/equibles, measured 20 Oct 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Category
- Communication
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-10-20 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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