Intro Every vendor with a SaaS dashboard claims a win rate. Backtests are cheap. Self-reported numbers are cheaper still. But when you are building an AI trading agent that autonomously routes capital across venues, "trust me" is not a risk model. AlgoVault's live record stands at 90.3% PFE win rate across 83,480+ verified calls. Merkle-verified on Base L2. Don't trust — verify. — and unlike a PDF in a marketing deck, those numbers are anchored to immutable on-chain state that any agent can independently verify at query time. Each call that contributes to that figure has a Merkle leaf. Each batch has a root published to Base L2. Any consumer can fetch an inclusion proof and verify it against public blockchain state without trusting AlgoVault's servers. This post unpacks the architecture behind that claim, shows the MCP API surface your agent uses to query it, and documents the real failure modes you will hit before a proof verification step works reliably in production.…