Reference Baskets
Methodology for Philidor-published reference baskets covering 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 | 1.0.1 |
| RWA T-Bill Conservative | asset | 5 | 1.1.2 |
| T-Bill Anchored DeFi | vault | 2 | 1.2.2 |
| USDC Core DeFi Vaults | vault | 5 | 2.1.3 |
| USDC Prime DeFi Vaults | vault | 2 | 2.2.0 |
| USDT/USDT0 DeFi Vaults | vault | 3 | 1.1.0 |
Shared Properties
The baskets share reviewed Philidor ratings, score-weighted construction, and halt-closed invariants. The pivot, cap envelope, and rating-move cadence vary by family and are rendered from the active methodology data.
| Family | Baskets | Pivots | Single-name caps | Issuer or curator caps | Refresh cadence |
|---|---|---|---|---|---|
| RWA and T-Bill baskets | RWA T-Bill Conservative, T-Bill Anchored DeFi | 6.0 to 7.0 | 25% to 50% | 35% to 50% | Quarterly calendar at 16:00 UTC with 14-day rating throttle and score trigger 0.5. |
| USDC vault baskets | USDC Core DeFi Vaults, USDC Prime DeFi Vaults | 5.0 to 8.0 | 20% to 45% | 40% to 60% | Quarterly calendar at 16:00 UTC with 30-day rating throttle and score triggers up 1.0 and down 0.3. |
| USDT and USDT0 vault basket | USDT/USDT0 DeFi Vaults | 5.0 | 30% | 50% | Quarterly calendar at 16:00 UTC with 30-day rating throttle and score triggers up 1.0 and down 0.3. |
| Nest Plume RWA basket | Nest RWA (Plume) | 5.0 | 50% | 100% | Quarterly calendar at 16:00 UTC with 30-day rating throttle and score triggers up 1.0 and down 0.3. |
Governance
Methodology changes ship through the registry row, not through a production database migration. On deploy, bootstrap inserts a new basket_methodology_versions row when the source hash changes and activates it for the next rebalancer run. These MDX pages are regenerated from the same TypeScript source of truth that the rebalancer reads. CI fails if committed MDX drifts from the regenerator output, so the API JSON and 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 as 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 above the basket TVL floor, score-weighted with a pivot at the Core floor (5.0). As a single-protocol basket the issuer cap is disabled and the fifty percent single-name cap spreads weight across Nest's vaults. Nest's underlying RWA classifications are currently provisional and pending RWA-specialist sign-off, so the basket reflects conservative risk scores.