{"passport":{"unfragile":{"@version":"1.0","version":"2026-05","artifact":{"id":"tool_wisdomise","slug":"wisdomise","name":"Wisdomise","type":"product","url":"https://wisdomise.io","page_url":"https://unfragile.ai/wisdomise","categories":["automation"],"tags":[],"pricing":{"model":"paid","free":false,"starting_price":null},"status":"active","verified":false},"capabilities":[{"id":"tool_wisdomise__cap_0","uri":"capability://data.processing.analysis.multi.pair.technical.analysis.pattern.recognition","name":"multi-pair technical analysis pattern recognition","description":"Automatically scans multiple cryptocurrency trading pairs simultaneously to identify technical patterns (support/resistance levels, moving average crossovers, candlestick formations) using machine learning models trained on historical OHLCV data. The system processes real-time market feeds from connected exchanges, extracts feature vectors from price action, and classifies patterns against a learned model to surface actionable signals without manual chart analysis.","intents":["I want to monitor 50+ trading pairs at once without manually checking each chart","I need to identify reversal patterns and trend continuations faster than I can spot them visually","I want consistent pattern detection rules applied uniformly across all my watched pairs"],"best_for":["active crypto traders managing portfolios across multiple pairs","traders lacking time for manual technical analysis across large watchlists","algorithmic traders seeking ML-augmented signal generation"],"limitations":["pattern recognition accuracy degrades in low-liquidity or newly-listed pairs with limited historical data","no transparency disclosed on specific ML architectures (CNN, LSTM, XGBoost) or training dataset composition","cannot adapt to regime changes in real-time — requires manual model retraining or platform updates","false positive rate unknown — backtested performance may not reflect live market conditions"],"requires":["active account on supported exchange (Binance, Coinbase, Kraken, or similar)","API key with read permissions for market data","minimum account balance or trading volume threshold (unspecified in public docs)"],"input_types":["OHLCV candlestick data (1m, 5m, 15m, 1h, 4h, 1d timeframes)","real-time price feeds from exchange WebSocket APIs","user-defined pattern parameters or ML model weights"],"output_types":["pattern detection signals with confidence scores","structured alerts (JSON or webhook payloads)","visual annotations on price charts"],"categories":["data-processing-analysis","machine-learning"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_1","uri":"capability://planning.reasoning.ai.driven.trading.signal.generation.with.confidence.scoring","name":"ai-driven trading signal generation with confidence scoring","description":"Synthesizes multiple technical and market microstructure signals (pattern matches, momentum indicators, volatility regimes, order book imbalances) into unified buy/sell recommendations with attached confidence scores. The system uses an ensemble approach or weighted scoring model to combine heterogeneous signal sources, then ranks opportunities by expected risk-adjusted return or Sharpe ratio to prioritize execution.","intents":["I want a single buy/sell recommendation instead of reconciling conflicting indicators","I need to know how confident the AI is in each signal before I risk capital","I want signals ranked by expected profitability so I can focus on high-conviction trades"],"best_for":["traders overwhelmed by indicator noise and conflicting signals","risk-averse traders who want confidence thresholds before entering positions","portfolio managers seeking to rank opportunities across many pairs"],"limitations":["confidence scores are model outputs, not calibrated probabilities — a 95% score does not mean 95% win rate","no disclosed methodology for ensemble weighting or signal combination logic","overfitting risk: models trained on bull markets may fail in bear markets or sideways consolidation","signal lag: real-time processing adds 100-500ms latency depending on data freshness and model inference time"],"requires":["active Wisdomise subscription with signal generation tier","real-time market data feed (WebSocket or REST polling)","exchange API connection for order execution (optional but recommended)"],"input_types":["multi-timeframe OHLCV data","order book snapshots","user-defined risk parameters (max position size, stop-loss distance)","portfolio state (current holdings, cash balance)"],"output_types":["structured signal objects with action (BUY/SELL/HOLD), pair, entry price, confidence score (0-100)","webhook payloads for downstream automation","signal history and performance metrics"],"categories":["planning-reasoning","data-processing-analysis"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_10","uri":"capability://tool.use.integration.multi.exchange.account.aggregation.and.synchronization","name":"multi-exchange account aggregation and synchronization","description":"Connects to multiple cryptocurrency exchange accounts (Binance, Coinbase, Kraken, etc.) via API keys, aggregates account balances and positions, and maintains synchronized state across all exchanges. The system handles API authentication, manages rate limits, reconciles positions with trade history, and detects discrepancies (e.g., trades executed outside Wisdomise). Traders can manage all accounts from a single interface without logging into each exchange separately.","intents":["I want to manage accounts across multiple exchanges from a single dashboard","I need to see my total portfolio balance across all exchanges without manual aggregation","I want to execute trades on any exchange without switching between platforms"],"best_for":["traders managing accounts across multiple exchanges","traders seeking unified portfolio visibility without manual account switching","traders wanting to diversify across exchanges for risk management"],"limitations":["multi-exchange aggregation introduces reconciliation complexity — discrepancies may occur if trades are not synced","API key management is a security risk — storing API keys on Wisdomise servers introduces counterparty risk","exchange API rate limits can be exceeded when aggregating data from many accounts — may cause stale data","different exchanges have different fee structures, trading pairs, and order types — strategies may not be portable","no built-in arbitrage detection — traders cannot easily identify price discrepancies across exchanges"],"requires":["active accounts on multiple supported exchanges (Binance, Coinbase, Kraken, etc.)","API keys from each exchange with read and trading permissions","secure storage of API keys (Wisdomise should use encryption and secure vaults)"],"input_types":["exchange API credentials (API key, secret, passphrase)","user-defined exchange preferences (which exchanges to trade on, default exchange for each pair)"],"output_types":["aggregated account balances across all exchanges","unified position list with exchange attribution","consolidated trade history","exchange-specific order books and price feeds"],"categories":["tool-use-integration","automation-workflow"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_2","uri":"capability://automation.workflow.automated.trade.execution.with.exchange.integration","name":"automated trade execution with exchange integration","description":"Executes buy/sell orders directly on connected cryptocurrency exchanges (Binance, Coinbase, Kraken) based on AI-generated signals, handling order placement, partial fills, slippage management, and position sizing without manual intervention. The system maintains authenticated connections to exchange APIs, implements order routing logic (market vs limit orders, order splitting for large positions), and tracks execution metrics (fill price, fees, slippage) for post-trade analysis.","intents":["I want trades executed instantly when signals fire, without manual order placement lag","I need to automate position sizing based on account balance and risk parameters","I want to minimize slippage on large orders by splitting them intelligently"],"best_for":["active traders who want to eliminate manual order placement latency","traders seeking consistent position sizing and risk management rules","high-frequency or scalping traders where execution speed matters"],"limitations":["exchange API rate limits (typically 1200 requests/minute on Binance) can throttle execution during volatile market conditions","no guarantee of execution — orders can be rejected due to insufficient balance, invalid parameters, or exchange maintenance","slippage on market orders can be significant in low-liquidity pairs or during flash crashes","no built-in circuit breaker or kill switch — requires manual intervention to stop trading if models fail","exchange outages or API degradation directly impact trading availability"],"requires":["active account on supported exchange (Binance, Coinbase, Kraken, etc.)","API key with trading permissions (not just read access)","sufficient account balance to cover position sizing","stable internet connection and low-latency network path to exchange servers"],"input_types":["AI-generated trading signals with entry/exit prices and position size","user-defined execution parameters (order type, time-in-force, slippage tolerance)","real-time account state (balance, open positions, margin ratio)"],"output_types":["order confirmation objects with order ID, filled quantity, average fill price","execution logs with timestamp, slippage, fees paid","position state updates (entry price, unrealized P&L, stop-loss/take-profit levels)"],"categories":["automation-workflow","tool-use-integration"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_3","uri":"capability://data.processing.analysis.backtesting.with.historical.performance.simulation","name":"backtesting with historical performance simulation","description":"Simulates trading strategy performance against historical OHLCV data to estimate expected returns, drawdowns, win rates, and Sharpe ratios before deploying to live markets. The system replays historical price action, applies signal generation logic to each candle, executes trades at simulated prices, and accounts for slippage, fees, and position sizing to produce realistic performance metrics. Results are aggregated into equity curves, trade-by-trade P&L, and statistical summaries.","intents":["I want to validate my trading strategy on historical data before risking real capital","I need to understand expected drawdowns and win rates to set realistic expectations","I want to compare performance across different parameter configurations to optimize my strategy"],"best_for":["traders developing new strategies and needing validation before live deployment","risk-averse traders who want to stress-test strategies across market regimes","traders optimizing strategy parameters (entry thresholds, position size, stop-loss distance)"],"limitations":["backtesting assumes perfect execution at simulated prices — real slippage and partial fills may differ significantly","survivorship bias: backtests only include pairs that existed historically, missing delisted or failed projects","look-ahead bias risk: if signal generation uses future data inadvertently, backtest results will be unrealistically optimistic","no disclosed methodology for fee modeling or slippage assumptions — results may not reflect live trading costs","overfitting: strategies optimized on historical data often underperform on out-of-sample data due to curve-fitting","limited to historical data availability — cannot backtest strategies on pairs with <1 year of data"],"requires":["Wisdomise account with backtesting feature access","selection of trading pairs and historical timeframe (minimum 1 year recommended)","strategy parameters (entry/exit rules, position sizing, risk limits)","optional: custom fee and slippage assumptions"],"input_types":["OHLCV historical data (1m to 1d candles)","strategy parameters (signal thresholds, position size rules, stop-loss/take-profit levels)","fee structure (maker/taker fees per exchange)","slippage assumptions (fixed percentage or dynamic based on order size)"],"output_types":["equity curve (cumulative P&L over time)","trade-by-trade P&L with entry/exit prices and duration","performance metrics (total return, Sharpe ratio, max drawdown, win rate, profit factor)","monthly/yearly return breakdown","drawdown analysis and recovery periods"],"categories":["data-processing-analysis","planning-reasoning"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_4","uri":"capability://data.processing.analysis.real.time.portfolio.monitoring.and.p.l.tracking","name":"real-time portfolio monitoring and p&l tracking","description":"Continuously monitors open positions across all connected exchange accounts, calculates unrealized P&L, tracks realized gains/losses from closed trades, and displays portfolio metrics (total balance, allocation by pair, leverage ratio) with real-time updates. The system aggregates account state from multiple exchanges, reconciles positions with trade history, and computes performance attribution to identify which trades and pairs are driving overall returns.","intents":["I want a unified view of my portfolio across multiple exchange accounts","I need to track my P&L in real-time to monitor strategy performance","I want to understand which trades and pairs are contributing to my returns"],"best_for":["traders managing accounts across multiple exchanges","traders seeking real-time portfolio visibility without logging into each exchange separately","traders analyzing performance attribution to optimize their strategy"],"limitations":["real-time P&L calculations depend on exchange API latency — stale price data can cause inaccurate unrealized P&L","no built-in tax reporting or cost-basis tracking for regulatory compliance","portfolio aggregation across exchanges introduces reconciliation complexity — discrepancies may occur if trades are not synced","leverage and margin positions require real-time margin ratio calculations, which may lag during volatile markets","no historical portfolio snapshots — cannot easily reconstruct portfolio state at past timestamps"],"requires":["active Wisdomise account with portfolio monitoring feature","API keys from all connected exchanges with read permissions","stable internet connection for real-time data streaming"],"input_types":["real-time account balances and open positions from exchange APIs","current market prices (bid/ask or last trade price)","trade history (entry/exit prices, fees, timestamps)","user-defined portfolio allocation targets (optional)"],"output_types":["portfolio dashboard with total balance, allocation by pair, unrealized P&L","real-time price updates for each position","trade history with realized P&L per trade","performance metrics (daily/weekly/monthly returns, Sharpe ratio, max drawdown)","webhook alerts for significant P&L changes or position updates"],"categories":["data-processing-analysis","automation-workflow"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_5","uri":"capability://planning.reasoning.customizable.trading.rules.and.strategy.configuration","name":"customizable trading rules and strategy configuration","description":"Allows users to define custom entry/exit rules, position sizing logic, and risk management parameters through a configuration interface (likely UI-based rule builder or JSON/YAML config files). The system interprets these rules during signal generation and execution, enabling traders to encode domain knowledge and risk preferences without modifying code. Rules can reference technical indicators, account state, and market conditions to create conditional trading logic.","intents":["I want to encode my trading rules without writing code or hiring a developer","I need to adjust my strategy parameters (entry thresholds, position size, stop-loss) without redeploying","I want to implement conditional logic like 'only trade if volatility is above X' or 'reduce position size in bear markets'"],"best_for":["non-technical traders who want to customize strategies without coding","traders iterating on strategy parameters and needing fast feedback loops","teams where traders and developers need to collaborate on strategy configuration"],"limitations":["rule builder UI likely has limited expressiveness compared to code — complex conditional logic may be difficult to represent","no disclosed syntax or grammar for rule definition — unclear what conditions and operators are supported","rule changes may require strategy redeployment or backtesting before live trading","no version control or audit trail for rule changes — difficult to track what changed and when","rule conflicts or circular dependencies may not be detected, leading to unexpected behavior"],"requires":["Wisdomise account with strategy configuration access","understanding of trading concepts (entry/exit, position sizing, risk management)","optional: JSON/YAML knowledge if using config file approach"],"input_types":["rule definitions (UI form inputs or JSON/YAML config)","technical indicator parameters (moving average periods, RSI thresholds, etc.)","risk parameters (max position size, stop-loss distance, max drawdown limit)","market condition filters (volatility thresholds, trend direction, time-of-day)"],"output_types":["validated rule configuration","rule execution logs showing which rules triggered on each signal","strategy performance metrics with rule-level attribution"],"categories":["planning-reasoning","automation-workflow"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_6","uri":"capability://automation.workflow.risk.management.with.automated.stop.loss.and.take.profit","name":"risk management with automated stop-loss and take-profit","description":"Automatically places stop-loss and take-profit orders based on user-defined risk parameters (max loss percentage, profit target, risk-reward ratio) when trades are executed. The system calculates stop-loss and take-profit prices from entry price and position size, submits orders to the exchange, and monitors for fills. If a stop-loss is hit, the position is closed to limit losses; if take-profit is hit, the position is closed to lock in gains.","intents":["I want to automatically limit losses on every trade without manual intervention","I need to lock in profits at predefined targets to avoid giving back gains","I want to enforce consistent risk-reward ratios across all trades"],"best_for":["traders seeking to enforce disciplined risk management without emotional decision-making","traders managing multiple positions simultaneously and unable to monitor each manually","risk-averse traders who want hard stops to limit downside"],"limitations":["stop-loss orders may not execute at the specified price during flash crashes or gaps — actual loss can exceed max loss percentage","take-profit orders may execute prematurely if price touches target briefly before continuing higher","no trailing stop-loss support disclosed — fixed stops don't adapt to favorable price movements","exchange outages or API failures can prevent stop-loss execution, leaving positions unprotected","stop-loss orders consume exchange order slots and may be subject to rate limits","no built-in hedging or partial position closure — all-or-nothing execution may not match trader intent"],"requires":["exchange API key with trading permissions","sufficient account balance to cover position and margin requirements","user-defined risk parameters (max loss %, profit target %, risk-reward ratio)"],"input_types":["entry price and position size from executed trade","user-defined risk parameters (max loss %, profit target %, risk-reward ratio)","optional: trailing stop distance or dynamic stop adjustment rules"],"output_types":["stop-loss order confirmation with order ID and stop price","take-profit order confirmation with order ID and target price","execution notifications when stop-loss or take-profit is filled","trade closure summary with realized P&L"],"categories":["automation-workflow","safety-moderation"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_7","uri":"capability://planning.reasoning.market.regime.detection.and.adaptive.strategy.switching","name":"market regime detection and adaptive strategy switching","description":"Analyzes market conditions (volatility, trend direction, momentum) to classify the current regime (bull trend, bear trend, sideways consolidation, high volatility, low liquidity) and automatically adjusts trading strategy parameters or switches between predefined strategies. The system uses statistical measures (Bollinger Bands width, ADX, VIX-equivalent metrics) or ML classifiers to detect regime changes in real-time and apply regime-specific rules (e.g., reduce position size in high volatility, use tighter stops in sideways markets).","intents":["I want my strategy to adapt to different market conditions instead of using static parameters","I need to reduce risk during high-volatility periods or bear markets","I want to switch between aggressive and conservative strategies based on market regime"],"best_for":["traders seeking to optimize strategy performance across different market conditions","risk-averse traders who want to reduce exposure during unfavorable regimes","traders managing multiple strategies and wanting to activate the best one for current conditions"],"limitations":["regime detection is inherently lagging — by the time a regime change is detected, prices may have already moved significantly","no disclosed methodology for regime classification — unclear what features and thresholds are used","regime switching can introduce whipsaw trades if regimes are misclassified or change frequently","historical regime definitions may not apply to new market conditions (e.g., post-halving crypto markets)","no built-in validation that regime-specific strategies actually outperform in their intended regimes"],"requires":["Wisdomise account with regime detection feature","multiple predefined strategies or parameter sets for different regimes","sufficient historical data to train regime classifiers (minimum 1-2 years recommended)"],"input_types":["real-time OHLCV data for regime classification","volatility metrics (Bollinger Bands, ATR, historical volatility)","trend indicators (ADX, moving average direction)","optional: user-defined regime definitions or thresholds"],"output_types":["current market regime classification (bull/bear/sideways/high-vol/low-liq)","regime change alerts","adjusted strategy parameters for current regime","regime-specific performance metrics"],"categories":["planning-reasoning","data-processing-analysis"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_8","uri":"capability://automation.workflow.alert.and.notification.system.with.webhook.integration","name":"alert and notification system with webhook integration","description":"Sends real-time alerts to traders when trading signals are generated, positions are opened/closed, or risk thresholds are breached. Alerts are delivered via multiple channels (in-app notifications, email, SMS, webhooks) and can be customized by signal type, pair, or severity level. Webhook integration allows downstream automation — traders can trigger external systems (Discord bots, Slack notifications, custom scripts) when specific events occur.","intents":["I want to be notified immediately when a trading signal is generated so I can monitor execution","I need alerts when my positions hit stop-loss or take-profit to confirm execution","I want to trigger external automation (Discord notifications, custom scripts) when trades occur"],"best_for":["traders who want real-time visibility into trading activity without constantly monitoring the platform","traders integrating Wisdomise with external systems (Discord, Slack, custom dashboards)","traders seeking to implement custom logic triggered by trading events"],"limitations":["alert delivery latency depends on notification channel — email/SMS can be delayed by seconds to minutes","webhook delivery is not guaranteed — failed webhooks may not be retried or logged","no built-in deduplication — duplicate alerts may be sent if signals are generated multiple times","alert fatigue: high-frequency trading can generate excessive notifications, making important alerts easy to miss","no filtering or aggregation — traders receive individual alerts for each event rather than summaries"],"requires":["Wisdomise account with notification feature enabled","email address or phone number for email/SMS alerts","optional: webhook endpoint URL for custom integrations","optional: Discord/Slack webhook URLs for social notifications"],"input_types":["alert trigger events (signal generated, position opened/closed, stop-loss hit, take-profit hit, risk threshold breached)","user-defined alert preferences (channels, pairs, severity levels)","optional: custom webhook payload templates"],"output_types":["in-app notifications with signal details and action buttons","email alerts with summary and link to platform","SMS alerts with minimal details (pair, action, price)","webhook POST requests with structured event data (JSON)","Discord/Slack messages with formatted trade details"],"categories":["automation-workflow","tool-use-integration"],"confidence":0.5,"matches":0,"success_rate":0},{"id":"tool_wisdomise__cap_9","uri":"capability://data.processing.analysis.performance.analytics.and.strategy.attribution.reporting","name":"performance analytics and strategy attribution reporting","description":"Aggregates historical trade data and generates detailed performance reports showing returns by pair, strategy, timeframe, and trade characteristics. The system calculates performance metrics (Sharpe ratio, Sortino ratio, max drawdown, win rate, profit factor), identifies which trades and strategies contributed most to overall returns, and provides visualizations (equity curves, drawdown charts, monthly returns heatmaps) for analysis. Attribution analysis breaks down returns by pair, entry signal type, and market regime to identify strengths and weaknesses.","intents":["I want to understand which pairs and strategies are driving my returns","I need detailed performance metrics to evaluate strategy effectiveness","I want to identify weaknesses in my strategy and optimize them"],"best_for":["traders analyzing strategy performance and seeking optimization opportunities","traders managing multiple strategies and wanting to compare effectiveness","traders seeking to understand performance attribution and identify edge"],"limitations":["performance metrics are backward-looking — past performance does not guarantee future results","attribution analysis assumes trades are independent, but market regimes and correlations can create dependencies","no built-in statistical significance testing — traders may over-optimize on noise in small sample sizes","survivorship bias: analysis only includes pairs that were traded, missing opportunity cost of pairs not traded","no forward-testing or out-of-sample validation — traders may be analyzing overfitted strategies"],"requires":["Wisdomise account with analytics feature access","sufficient trade history (minimum 50-100 trades recommended for statistical significance)","optional: custom performance metrics or attribution dimensions"],"input_types":["historical trade data (entry/exit prices, timestamps, P&L, fees)","market data (prices, volatility, regime classification)","strategy metadata (signal type, parameters, regime)"],"output_types":["performance summary (total return, Sharpe ratio, max drawdown, win rate)","equity curve and drawdown chart","monthly/yearly return breakdown","attribution by pair, signal type, and market regime","trade-by-trade analysis with entry/exit reasons","statistical summaries (mean trade return, standard deviation, 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