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
| Basket | Constituent Type | Minimum Constituents | Version |
|---|---|---|---|
| Nest RWA (Plume) | vault | 3 | 1.0.0 |
| RWA T-Bill Conservative | asset | 5 | 1.1.1 |
| T-Bill Anchored DeFi | vault | 2 | 1.2.1 |
| USDC Core DeFi Vaults | vault | 5 | 2.1.2 |
| USDC Prime DeFi Vaults | vault | 2 | 2.1.4 |
| USDT/USDT0 DeFi Vaults | vault | 3 | 1.0.1 |
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.
Data Integrity & Model Governance
How Philidor enforces evidence quality, approvals, provenance, and fail-safe behavior.
Nest RWA (Plume)
A curated basket of Nest's real-world-asset vaults on Plume — a single entry point for diversified Nest RWA exposure (tokenized Treasuries, private and public credit, basis strategies) without picking individual vaults. Admits Nest vaults at Prime or Core tier with TVL ≥ $100k, score-weighted with a pivot at the Core floor (5.0). As a single-protocol basket the issuer cap is disabled and the single-name cap (50%) spreads weight across Nest's vaults. Nest's underlying RWA classifications are currently provisional (agent-reviewed, pending RWA-specialist sign-off — see PHI-27), so the basket reflects conservative risk scores.