Indexes

Versioned, autonomous sleeves computed from Philidor risk scores, with published rules for eligibility, weighting, caps, and halt conditions.

How indexes are built

Each sleeve is a published composition with clear admission rules, score-weighted constituents, and deterministic rebalancing.

Published sleeves

Curated indexes

USDC/USDT DeFi vaults, T-bill conservative credit, Nest on Plume, and more. Each governed by a versioned methodology document.

Risk-weighted

Score-weighted composition

Constituents admitted at Prime or Core tier, weighted from the same risk scores that power Analytics, with single-name and issuer caps.

Rebalance rules

Deterministic rebalancing

Calendar rebalances plus score-move triggers with asymmetric thresholds. Upward drift does not churn the index; meaningful downgrades do.

Integrations

Indexes API and webhooks

Pull live composition via GET /v1/baskets and subscribe to signed webhook dispatch when an index version changes.

Made for neobanks

Neobanks and fintech earn products rarely want to staff a full underwriting desk. What they ask for most is a ready sleeve: score-weighted vaults, published admission rules, and a signed update when composition changes, so they can ship earn without owning the risk model.

USDC Prime DeFi Vaults

Indicative snapshot

8.67Weighted risk
3.49%Weighted yield
12Constituents
  1. aEthUSDCScore 8.90
    Prime
    13.7%
  2. aArbUSDCnScore 8.88
    Prime
    13.4%
  3. aAvaUSDCScore 8.88
    Prime
    13.4%
  4. aOptUSDCnScore 8.85
    Prime
    13.0%
  5. spUSDCScore 8.69
    Prime
    10.5%
  6. sUSDCScore 8.56
    Prime
    8.5%

Score risk. Decide with evidence.

Pull live index composition when you need it, and get a signed webhook when a version changes, before an allocator or client report relies on stale sleeves.

  1. 01Same risk scores as Analytics
  2. 02Open, versioned methodology
  3. 03Live composition via REST API
  4. 04Signed webhooks on version changes