Philidor Docs
MethodologyReference Baskets

Reference Baskets

Methodology for Philidor-published reference baskets: eligibility, weighting, caps, refresh schedule, and halt conditions.

Philidor publishes reference baskets that aggregate vetted constituents under a single, transparent methodology. Each basket is computed autonomously by the basket-rebalancer worker from the same Philidor risk ratings that power our public scores; the rules below are the single source of truth for both the API JSON and these documentation pages.

Available Baskets

BasketConstituent TypeMinimum ConstituentsVersion
RWA T-Bill Conservativeasset51.0.0
T-Bill Anchored DeFivault81.0.0

Shared Properties

All Philidor reference baskets share the same envelope: eligibility filter (Prime/Core + reviewed), score-weighted construction with a 7.0 pivot, the same single-name / issuer / floor caps, the same calendar-plus-rating-move refresh contract, and the same halt-closed invariants. The differences between baskets live in the eligibility rule (which universe of constituents is admitted) and in the constituent type (assets vs. vaults).

Governance

Methodology changes ship as data, not code: a new basket_methodology_versions row is activated, the rebalancer picks up the new version on its next run, and these MDX pages are regenerated from the same TypeScript source-of-truth that the rebalancer reads. CI fails if the committed MDX drifts from the regenerator output, so the API JSON and the documentation cannot diverge.

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