Published sleeves
Curated indexes
USDC/USDT DeFi vaults, T-bill conservative credit, Nest on Plume, and more. Each governed by a versioned methodology document.
Versioned, autonomous sleeves computed from Philidor risk scores, with published rules for eligibility, weighting, caps, and halt conditions.
Each sleeve is a published composition with clear admission rules, score-weighted constituents, and deterministic rebalancing.
Published sleeves
USDC/USDT DeFi vaults, T-bill conservative credit, Nest on Plume, and more. Each governed by a versioned methodology document.
Risk-weighted
Constituents admitted at Prime or Core tier, weighted from the same risk scores that power Analytics, with single-name and issuer caps.
Rebalance rules
Calendar rebalances plus score-move triggers with asymmetric thresholds. Upward drift does not churn the index; meaningful downgrades do.
Integrations
Pull live composition via GET /v1/baskets and subscribe to signed webhook dispatch when an index version changes.
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.
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.