Yield Intelligence Changelog
Full version history of Yield Intelligence methodology decisions, from v1.0 to v8.51.
What this controls
Yield Intelligence Changelog version history
Use this changelog to trace how Pharos changed the related scoring, data-source, threshold, or interpretation rules over time. Entries record the contract active at each release; archived rules are retained so historical charts and citations can be read against the rules active at the time.
Primary references
Latest version
Two-hour core publication
Core yield rankings publish every two hours instead of hourly; freshness rules defined in producer intervals keep their multiples, so their values double.
Impact snapshot
- Core source families are data-stale after 3 sync-yield-data intervals (6 hours instead of 3) and aging at the midpoint (4 hours instead of 2). The DefiLlama pool cache and PYS source-stale nulling use the same 6-hour bound.
- API freshness for yield rankings and history follows the producer grace rule on the two-hour interval (fresh through 21,600 seconds, degraded through 43,200 seconds); history charts bucket missing points on the publication cadence.
- PYS weights, sanity bounds, benchmarks, supplemental (4-hour), price-derived, rate-derived and anchor budgets are unchanged. Rows can stay fresh longer between publications; no replay result is claimed.
- Released 2026-10-23 (effectiveAt 1792713600) with the two-hour cadence.
v8.51Oct 23, 2026Two-hour core publication
Core yield rankings publish every two hours instead of hourly; freshness rules defined in producer intervals keep their multiples, so their values double.
- Core source families are data-stale after 3 sync-yield-data intervals (6 hours instead of 3) and aging at the midpoint (4 hours instead of 2). The DefiLlama pool cache and PYS source-stale nulling use the same 6-hour bound.
- API freshness for yield rankings and history follows the producer grace rule on the two-hour interval (fresh through 21,600 seconds, degraded through 43,200 seconds); history charts bucket missing points on the publication cadence.
- PYS weights, sanity bounds, benchmarks, supplemental (4-hour), price-derived, rate-derived and anchor budgets are unchanged. Rows can stay fresh longer between publications; no replay result is claimed.
- Released 2026-10-23 (effectiveAt 1792713600) with the two-hour cadence.
DetailsHide details
Two-hour core publication
Core yield rankings publish every two hours instead of hourly; freshness rules defined in producer intervals keep their multiples, so their values double.
- Core source families are data-stale after 3 sync-yield-data intervals (6 hours instead of 3) and aging at the midpoint (4 hours instead of 2). The DefiLlama pool cache and PYS source-stale nulling use the same 6-hour bound.
- API freshness for yield rankings and history follows the producer grace rule on the two-hour interval (fresh through 21,600 seconds, degraded through 43,200 seconds); history charts bucket missing points on the publication cadence.
- PYS weights, sanity bounds, benchmarks, supplemental (4-hour), price-derived, rate-derived and anchor budgets are unchanged. Rows can stay fresh longer between publications; no replay result is claimed.
- Released 2026-10-23 (effectiveAt 1792713600) with the two-hour cadence.
Impact notes
- Core source families are data-stale after 3 sync-yield-data intervals (6 hours instead of 3) and aging at the midpoint (4 hours instead of 2). The DefiLlama pool cache and PYS source-stale nulling use the same 6-hour bound.
- API freshness for yield rankings and history follows the producer grace rule on the two-hour interval (fresh through 21,600 seconds, degraded through 43,200 seconds); history charts bucket missing points on the publication cadence.
- PYS weights, sanity bounds, benchmarks, supplemental (4-hour), price-derived, rate-derived and anchor budgets are unchanged. Rows can stay fresh longer between publications; no replay result is claimed.
- Released 2026-10-23 (effectiveAt 1792713600) with the two-hour cadence.
v8.5Oct 20, 2026Native-reference returns and anchor-only availability
Price-derived yield requires a USD return reference; bootstrap anchors remain durable without posing as observed zero APY.
- XGLD's XAUt return cannot be reconstructed from USD token prices. Gold-only USD movements no longer supply fallback yield when its deterministic reader is unavailable. FPI and ISC retain explicitly reviewed USD-based variable-NAV policies.
- Initial and re-anchor observations from generic on-chain and Ondo/Midas NAV readers remain durable history anchors, but do not enter current rows, rankings, alternatives, arbitration, measured coverage or rolling samples until a return exists.
- Genuine measured zero and negative returns remain observable. Historical seed filtering, ordinary coverage/common-input holds and atomic generation/CAS fencing are unchanged; no historical rows are rewritten or deleted.
- PYS weights, calibration, benchmarks and freshness budgets are unchanged. Coverage and selected sources can change as incomparable or unmeasured inputs are removed. Planned release date is 2026-10-20.
DetailsHide details
Native-reference returns and anchor-only availability
Price-derived yield requires a USD return reference; bootstrap anchors remain durable without posing as observed zero APY.
- XGLD's XAUt return cannot be reconstructed from USD token prices. Gold-only USD movements no longer supply fallback yield when its deterministic reader is unavailable. FPI and ISC retain explicitly reviewed USD-based variable-NAV policies.
- Initial and re-anchor observations from generic on-chain and Ondo/Midas NAV readers remain durable history anchors, but do not enter current rows, rankings, alternatives, arbitration, measured coverage or rolling samples until a return exists.
- Genuine measured zero and negative returns remain observable. Historical seed filtering, ordinary coverage/common-input holds and atomic generation/CAS fencing are unchanged; no historical rows are rewritten or deleted.
- PYS weights, calibration, benchmarks and freshness budgets are unchanged. Coverage and selected sources can change as incomparable or unmeasured inputs are removed. Planned release date is 2026-10-20.
Impact notes
- XGLD's XAUt return cannot be reconstructed from USD token prices. Gold-only USD movements no longer supply fallback yield when its deterministic reader is unavailable. FPI and ISC retain explicitly reviewed USD-based variable-NAV policies.
- Initial and re-anchor observations from generic on-chain and Ondo/Midas NAV readers remain durable history anchors, but do not enter current rows, rankings, alternatives, arbitration, measured coverage or rolling samples until a return exists.
- Genuine measured zero and negative returns remain observable. Historical seed filtering, ordinary coverage/common-input holds and atomic generation/CAS fencing are unchanged; no historical rows are rewritten or deleted.
- PYS weights, calibration, benchmarks and freshness budgets are unchanged. Coverage and selected sources can change as incomparable or unmeasured inputs are removed. Planned release date is 2026-10-20.
Earlier versions
Compact summaries retain historical citation targets. Open a version archive for its full evidence and commit provenance.
- v8.49 · XGLD gold-denominated on-chain rate source
Oct 15, 2026
XGLD leaves the intentional yield gap through a reviewed BNB Chain exchange-rate source measuring XAUt per XGLD, separate from gold's USD price appreciation.
- v8.48 · Qualified wrapper returns and observation-clock history
Oct 10, 2026
Wrapper yield attribution now requires receipt ownership, Royco tranche scores preserve missing critical evidence and unrated underlying safety, and valid negative holder returns remain measured. NAV annualization and trailing statistics use actual source observations rather than publication timing or repeated fetches.
- v8.47 · Curated ownership for native receipt yield
Oct 6, 2026
Auto-discovered pools remain lending opportunities unless an explicit source type is supplied; symbol and deployment matches alone do not establish native receipt ownership.
- v8.46 · Independent Yield Dependencies and Complete Weighted Components
Sep 27, 2026
Configured product inputs, comparison hurdles, and USD normalization references now remain independent across publication and both API safety branches. Weighted pool decomposition uses the same complete TVL universe as total APY, after normalizing proven base-only rewards to zero.
- v8.45 · Yield Identity, Holder Returns, and Unavailable Evidence Fail Closed
Sep 27, 2026
Yield sources now have to identify the right asset and the return a holder or depositor can actually earn. Contradictory addresses no longer fall back to a ticker, USD price appreciation is restricted to eligible appreciation mechanisms, and rate-derived products carry their own input freshness independently of the comparison hurdle. Missing consistency or critical opportunity evidence now withholds PYS rather than awarding an estimated or best-case score. The same release hardens publication ownership, retained history, read-time freshness, and source explanations without changing the PYS weights.
- v8.44 · Pendle PT Markets Stop Posing as Native Wrapper Yield
Sep 25, 2026
Noon reported that USN showed $1.18M of TVL. The USN row was publishing a Pendle PT-sUSN market — its fixed implied rate and its market TVL — under the "Noon staking (sUSN)" label, because the DeFiLlama base-symbol fallback adopted the PT market as sUSN's own pool and linked-variant projection carried it to USN. The fallback no longer adopts yield-tokenization PT/LP markets, and it no longer runs for coins whose yield is already read on-chain, so USN now publishes sUSN's on-chain staking yield and vault TVL (~$36.2M).
- v8.43 · PYS Re-Bases Non-USD Hurdles onto the USD Risk-Free Rate
Sep 11, 2026
Pharos Yield Score credited high-rate pegs for paying their own central-bank rate: Wrapped iTRY at 38% APY, only +1.3 points over the BIST TLREF overnight rate, ranked beside USDC at +0.8 over T-bills. Effective yield now adds the USD risk-free rate minus the row's own benchmark, so a peg's policy-rate compensation is no longer scored as excess yield; the re-base term itself is zero for USD-currency rows. The same release hardens the scoring inputs it depends on: the USD reference is gated on benchmark health, arbitration can no longer be won by the churn it creates, variance and APY-envelope failures fail closed, and reward share and venue resolution are re-derived from one payload so published and scored values agree — five USD wrapper rows pick up their first venue penalty from that resolution.
- v8.42 · BOLD and yBOLD Stop Sharing One Yield Row
Aug 31, 2026
Base BOLD and the tracked Yearn yBOLD wrapper published identical APY and TVL because BOLD inherited the wrapper's DeFiLlama pool. BOLD now publishes a deterministic Liquity V2 Stability Pool aggregate across its three Ethereum branches, and yBOLD publishes Yearn's own ydaemon numbers.
- v8.41 · Base Dollar Liquity V2 Stability Pool Source
Aug 21, 2026
The first multi-branch Liquity V2 Stability Pool on-chain source now covers Base Dollar through a deterministic interest-only APR: 75% of aggregate accrued borrower interest across its five Base branches divided by total Stability Pool BD deposits. Direct eth_call reads fail closed unless every branch is readable, and the deliberately conservative estimate excludes upfront borrowing fees and liquidation collateral gains; this replaces the 2026-08-21 `source-family-adapter-unimplemented` intentional gap for `bd-basedollar`.
- v8.40 · Measured Venue TVL Eligibility and Native Depth Semantics
Aug 20, 2026
External opportunity rows now fail closed unless measured venue TVL clears the higher of the chain floor ($100K by default, $25K on configured smaller/pre-mainnet ecosystems) and 0.1% of current tracked supply, while native rows without venue TVL present honest depth-not-available semantics.
- v8.39 · Publish-time safety snapshot fallback
Aug 19, 2026
When the live Safety Score publication is missing, held, or evaluator-incompatible with the hourly yield snapshot, the API now serves the snapshot's own coherent publish-time safety values (explicitly labeled stale) instead of clearing every safety field to NR, bounded by a 24-hour window.
- v8.38 · One safety-resolution ladder and one venue-risk derivation
Aug 10, 2026
The hourly yield publisher and the API's live-safety hydration now resolve a row's published safety score, grade, provenance, and reason through one shared engine, and both yield engines price venue risk from the continuous weighted score with the coarse tier derived from it, closing four drifted guards without moving any live grade.
- v8.37 · Re Protocol Product Identity Correction
Jul 28, 2026
Re Protocol yield now follows reUSD's own Basis-Plus APY and NAV series instead of attaching the separate junior reUSDe Insurance Alpha product to the reUSD page.
- v8.36 · Re Protocol Insurance Alpha Source
Jul 16, 2026
Re Protocol yield now follows the official daily reUSDe Insurance Alpha feed instead of an unrelated Resolv stUSR pool mapping.
- v8.35 · Source-Cadence and Wrapper Corrections
Jul 16, 2026
Yield freshness now follows the accepted cadence of two slow protocol-native NAV sources, AZND yield stays attached to its loAZND wrapper instead of base-token prices, and the incompatible generic USTB reader is quarantined.
- v8.34 · Estimated Scores for Incomplete Evidence
Jul 11, 2026
Fresh yield rows retain a numeric PYS as an estimate when the conservative 40 / NR safety fallback or external-opportunity market evidence is incomplete. Stale source and benchmark evidence remains PYS-ineligible.
- v8.33 · Distinct-Day History Maturity
Jul 11, 2026
Yield history maturity now counts distinct UTC observation days instead of raw hourly samples, preventing a few hours of data from receiving mature-history treatment. PYS weights and the existing limited-history penalty are unchanged.
- v8.32 · Opportunity-Level Risk for External Opportunities
Jul 11, 2026
External yield opportunities (lending markets, fixed-yield products, structured tranches) are scored at the market level through a source-keyed OpportunityRisk contract. The underlying stablecoin's Safety Score becomes one input rather than the opportunity's score, and missing critical market evidence produces NR instead of a neutral exact score. Report Card scores, PYS formula weights, and source-risk calibration are unchanged.
- v8.31 · Evidence Qualification and Reproducible History
Jul 10, 2026
Yield Intelligence separates deterministic calculation from evidence quality, qualifies incomplete scores, and persists the exact versioned PYS inputs needed to reproduce every new history point. PYS formula weights and source-risk calibration are unchanged.
- v8.3 · Registry-Wide Freshness Eligibility
Jul 10, 2026
Yield Intelligence applies source-family and benchmark TTLs before arbitration, withholds exact PYS from expired rows, and rolls health up across every benchmark used by published rankings. PYS formula weights and benchmark derivation are unchanged.
- v8.299 · Source Identity and Freshness Correctness
Jul 10, 2026
Yield Intelligence preserves modern source identities, aligns freshness warnings with each source's real production and anchor cadence, makes safety fallbacks explainable, and adds verifiable GBP benchmark response diagnostics. PYS math, venue-risk calibration, benchmark derivation, and source arbitration order are unchanged.
- v8.298 · Yearn-Report Venue-Risk Recalibration
Jul 1, 2026
Reviewed venue sub-scores are recalibrated against Yearn's newly-published per-protocol risk reports: five direct-match RWA/credit venues that scored harsher than Yearn are lowered, the shared Sky/Spark funds-management leg is raised, `3jane-lending` is upgraded to verified confidence, and two proxy-only reports are held. The PYS formula, tier thresholds, penalty curve, and dependency-concentration registry are unchanged.
- v8.297 · Optional vaults.fyi Supplemental Yield Source
Jun 29, 2026
Yield Intelligence adds vaults.fyi as a disabled-by-default supplemental source family with local credit caps, audit-only inventory probing, and allowlisted rankable vault emission behind exact stablecoin address matching.
- v8.296 · GBP SONIA St. Louis Fed Mirror Redundancy
Jun 25, 2026
The GBP benchmark now tries the ALFRED graph CSV mirror of the same SONIA Compounded Index after the FRED graph CSV and before the Bank of England IADB fallback, reducing retained-fallback days when one St. Louis Fed graph host is unavailable from Workers.
- v8.295 · GBP SONIA Benchmark Source Failover to FRED Mirror
Jun 25, 2026
The GBP benchmark now resolves the SONIA Compounded Index from the FRED mirror of the same IUDZOS2 series first, because the Bank of England IADB host blocks Cloudflare Worker egress; BoE IADB is retained as a fallback.
- v8.294 · NY Fed EFFR Benchmark Source Hardening
Jun 22, 2026
Yield Intelligence now resolves the optional USD_EFFR benchmark from the New York Fed Markets Data API first, retaining FRED DFF as a fallback feed for EFFR-linked products.
- v8.293 · Banxico-Only MXN Benchmark Hardening
Jun 19, 2026
Yield Intelligence removes the Etherfuse CETES issuer page from the shared MXN benchmark fallback path so MXN benchmarks are sourced from Banxico or retained prior market data only.
- v8.292 · Yearn-Style 5-Category Venue Risk and Dependency Concentration
Jun 15, 2026
PYS source risk replaces the hand-set 3-bucket venue tier with Yearn's shipped 5-category weighted rubric, scores 49 previously-unreviewed long-tail venues (12 → 61), adds a reviewer-set cross-venue dependency-concentration sub-signal, and anchors calibration to Yearn's own published yvUSDC risk report.
- v8.291 · RUB Benchmark and Audit-Queue Coverage Repairs
Jun 11, 2026
Yield Intelligence adds a RUB benchmark lane backed by the Central Bank of Russia key-rate SOAP feed, promotes A7A5 into rate-derived coverage, repairs audited lending-opportunity pins, and exposes coverage-regression telemetry for the monthly audit workflow.
- v8.29 · NAV Oracle, TRY TLREF, and Queue-Guided Coverage
Jun 9, 2026
Yield Intelligence adds the first Midas NAV-oracle adapter, a TRY benchmark lane backed by CBRT EVDS TLREF, rate-derived benchmark overrides for treasury-like products, structured-tranche filter cleanup, and audit-queue-driven allowlist promotion metadata.
- v8.28 · GBP SONIA Compounded Index Benchmark
Jun 9, 2026
Yield Intelligence upgrades GBP benchmark resolution from an overnight SONIA proxy to the Bank of England SONIA Compounded Index annualized over a trailing 90-day window.
- v8.27 · Fixed-Yield Pendle PT Opportunities
Jun 9, 2026
Yield Intelligence adds a fixed-yield YieldType for Pendle principal-token opportunities and treats those rows as external alternatives that do not displace native holder-yield rows.
- v8.26 · Wave 2 Category-Gated Lending Allowlist
Jun 9, 2026
Yield Intelligence adds a Wave 2 batch of category-gated thin-chain and app-chain lending protocols to auto-discovery after DeFiLlama category verification.
- v8.25 · USDGO EFFR Rate-Derived Source
Jun 9, 2026
Yield Intelligence promotes USDGO back into runtime yield coverage through an EFFR-linked rate-derived source using FRED DFF, net of OSL's documented 38 bps fee spread.
- v8.24 · Source Management, Venue Risk, and Sync Telemetry
Jun 9, 2026
Yield Intelligence now uses cached DeFiLlama protocol categories for coverage-audit recommendations, table-driven chain lending TVL floors, monthly quarantine re-probes, a fully reviewed venue-risk tier registry for tracked source families, and observability metadata for deterministic-envelope rejections and comparison-anchor freshness.
- v8.23 · Wave 1 Source-Roster Expansion
Jun 9, 2026
Yield Intelligence promotes selected curated wrappers to deterministic ERC-4626 coverage, adds rate-derived coverage for FUSD/SAFO/SPKCC, adds Aave v4 to lending auto-discovery, and removes an unreachable Matrixdock STBT intentional gap.
- v8.22 · First-Party GBP/JPY/AUD Benchmarks
Jun 7, 2026
The daily benchmark registry now reads GBP SONIA, JPY overnight call rate, and AUD cash-rate data from first-party central-bank endpoints instead of stale or slow FRED mirrors.
- v8.21 · Anchor Freshness and Published Coverage Guards
Jun 6, 2026
Yield publication now treats stale comparison anchors as stale data, blocks severe lending-opportunity or total ranking collapses against the prior public snapshot, and tightens Layer-3 DeFiLlama fallback matching to exact symbols or address-corroborated wrappers.
- v8.20 · Deterministic APY Sanity Envelope
Jun 6, 2026
Deterministic exchange-rate and price-derived APY rows are now rejected when short-window annualization exceeds the shared sanity ceiling.
- v8.19 · Royco Dawn Tranche Opportunities
Jun 3, 2026
Royco Dawn is now ingested as a Yield Intelligence protocol-API source with separate senior and junior structured-tranche opportunity rows attached to the tracked underlying stablecoin where the deposit token can be resolved.
- v8.18 · Base Asset Yield Source Corrections
May 22, 2026
GHO and DOLA no longer publish savings-wrapper APY through their base stablecoin rows; tracked wrappers own their own rows when present, and untracked wrappers stay out of the runtime source roster.
- v8.17 · sdUSD Direct Yield Ownership
May 21, 2026
dTRINITY sdUSD is now tracked as its own yield-bearing NAV variant of dUSD, so sdUSD owns the dStake yield row instead of publishing through the dUSD parent.
- v8.16 · NAV Metadata Fixes + cgUSD/USDN Rate Proxies
May 19, 2026
Fixes FPI, SILK, and ISC NAV-token metadata so they route through NAV-appreciation coverage, and adds rate-derived proxy coverage for cgUSD and USDN.
- v8.15 · Etherfuse CETES APY Source + MXN Benchmark Fallback
May 19, 2026
Etherfuse CETES now publishes APY from Etherfuse's current Stablebond issuance rate instead of the fallback USD price-derived NAV path, and the MXN benchmark can use the same first-party issuance rate as a degraded proxy when Banxico is unavailable.
- v8.14 · Adapter Manifest Public Endpoint
May 19, 2026
The yield adapter manifest is now published at `/api/yield-adapter-manifest` as the canonical machine-readable source list for every yield-bearing asset, with per-entry family, exact source key when known, source-key pattern for runtime-resolved or disabled strategies, label, chain/project hints, lifecycle, and methodology version stamping.
- v8.13 · Benchmark Registry Expansion + First Venue Tier Batch
May 15, 2026
Benchmark registry adds GBP, JPY, MXN, BRL, AUD, and CAD rate feeds, ending the universal USD T-Bill fallback for those non-USD-pegged stablecoins. `sourceRiskScore` is now derived from the resolved source-risk penalty so the 0-100 display field stops being universally null, and the first reviewed venue tier batch lands for Aave V3, Compound V3, Spark, and Morpho Blue.
- v8.12 · Tradable Private-Credit Yield Gaps
May 14, 2026
Tradable private-credit note additions are inventoried as explicit yield intentional gaps until a reliable public APY or cashflow source is wired.
- v8.11 · Yield Coverage Expansion and Rate-Derived Fund Sources
May 13, 2026
Yield coverage now includes the May 2026 curated wrapper, tokenized-treasury, Tier C lending, and commodity exact-pool expansion while keeping invalid multi-exposure DeFiLlama rows out of the native pool lane.
- v8.1 · Linked Variant Parent Source Projection
May 13, 2026
Tracked yield-bearing variants now project eligible wrapper yield sources onto their active parent stablecoin as linked alternative sources, while retaining the variant's own first-class yield row.
- v8.0 · PYS v8 Source-Risk Penalty Rollout
May 13, 2026
PYS now applies nested source-risk penalties derived from measured yield-source evidence, while missing or unknown source-risk evidence remains neutral for scoring and rollback compatibility.
- v7.48 · dTRINITY sdUSD Multi-Chain Weighted Source
May 13, 2026
dTRINITY dUSD yield now publishes a TVL-weighted sdUSD source across the Ethereum and Fraxtal dStake vaults instead of using only the Ethereum DeFiLlama row.
- v7.47 · Avant savUSD ownership correction
May 13, 2026
Avant yield is now attributed to the tracked savUSD senior-tranche wrapper rather than base avUSD, matching Avant's current token documentation.
- v7.46 · Zephyr ZYS direct yield source
May 12, 2026
Zephyr yield is now attributed to the tracked ZYS yield-share wrapper rather than base ZSD, using Zephyr Scanner's historical-return API as a direct protocol source.
- v7.45 · USG Yield Ownership Correction
May 8, 2026
Tangent USG is no longer treated as a yield-bearing asset because yield accrues in the separate sUSG savings wrapper, not in USG itself.
- v7.44 · Solayer sUSD Treasury fallback coverage
May 5, 2026
Solayer sUSD is covered through the rate-derived Treasury fallback lane, while newly added reward-bearing account or restricted strategy assets stay out of runtime yield until a reliable APY source is wired.
- v7.43 · Tracked savings wrappers own their native APY history
Apr 22, 2026
Base stablecoins no longer publish tracked savings-wrapper APY through parent-owned config or historical series when the wrapper is itself a tracked asset.
- v7.42 · First-Class Risk Wrapper Yield Assets
Apr 21, 2026
Yield wrappers whose holder risk differs materially from the base stablecoin now own their yield rows directly instead of publishing through the base asset.
- v7.41 · On-Chain Bootstrap Seeds Excluded From Rolling APY
Apr 21, 2026
Deterministic on-chain seed rows used only to establish a 7-day exchange-rate anchor no longer count as observed zero-yield samples in rolling APY, excess-yield, stability, or PYS calculations.
- v7.4 · Pre-Launch Lending Overrides Quarantined
Apr 13, 2026
Pre-launch assets are now isolated from deterministic lending override publication, so upcoming coins cannot appear in live yield rankings before launch.
- v7.3 · scrvUSD Current-Rate On-Chain Reader
Apr 11, 2026
Curve Savings crvUSD now uses a dedicated Yearn V3 profit-unlock reader for current APY instead of the generic 7-day ERC-4626 exchange-rate delta.
- v7.2 · USD.AI Base/Yield Token Split
Apr 4, 2026
Yield coverage now treats sUSDai as its own tracked yield-bearing NAV token instead of hanging the savings venue off the base USDai page via wrapper indirection.
- v7.1 · Explicit Intentional Gaps For Pre-Launch Yield Assets
Apr 3, 2026
Pre-launch yield-bearing assets without a live runtime source are now emitted as explicit intentional manifest gaps instead of appearing as covered entries with zero strategies.
- v7.0 · Supply-Relative Size Gates For Published Lending Suggestions
Apr 3, 2026
Published lending-opportunity rows now require observable venue TVL and must be large enough relative to the tracked stablecoin's circulating supply before they can surface as live recommendations.
- v6.9 · K3 sBOLD Added As A Distinct Native BOLD Yield Source
Mar 28, 2026
Yield Intelligence now publishes Liquity's K3 `sBOLD` wrapper as a second native BOLD source instead of limiting BOLD coverage to the base `yBOLD` wrapper path.
- v6.8 · Blocked USR-Linked Lending Suggestions
Mar 28, 2026
Yield suggestion publication now excludes lending-opportunity venues that are explicitly tied to Resolv / USR wrappers, so severely impaired wrapper ecosystems cannot surface as recommended base-asset yield routes.
- v6.7 · Benchmark-Aware PYS For Cross-Currency Yield Context
Mar 27, 2026
Pharos Yield Score now preserves raw APY as the base yield term, then adds a modest share of row-level benchmark spread before applying the steep safety curve and consistency multiplier.
- v6.6 · Supplemental Freshness Windows Match The 4-Hour Cache Lane
Mar 27, 2026
Read-time `data-stale` warnings now give supplemental protocol-API and optional Aave/Compound rows a freshness window that matches their 4-hour cache cadence instead of treating them like hourly publisher data.
- v6.5 · Optional RPC Hardening And Explicit Wrapper Venue Pins
Mar 27, 2026
Supplemental optional RPC readers now probe configured endpoints more resiliently and expose per-family miss telemetry, while wrapper matching can pin the intended DeFiLlama venue when one wrapper token appears across multiple pools.
- v6.4 · Protocol-Native Lending Readers No Longer Outrank Stronger Native Wrapper Yields
Mar 27, 2026
Supplemental lending-market readers that query protocol state directly now stay in the curated protocol-native tier instead of inheriting Tier 1 deterministic precedence reserved for native wrapper sources.
- v6.3 · Restored Mixed-View Scatter Benchmark Frame
Mar 27, 2026
The `/yield` scatter plot now keeps its four-zone benchmark frame visible on mixed-benchmark scopes by using the default USD benchmark for orientation, instead of dropping the overlay entirely.
- v6.2 · Source-Cadence-Aware Freshness Warnings
Mar 26, 2026
Read-time `data-stale` warnings now respect the cadence of the underlying source family, so daily price-derived rows are not marked stale by the hourly publisher threshold.
- v6.1 · 3M Risk-Free Benchmarks For EUR And CHF
Mar 26, 2026
Yield Intelligence now benchmarks EUR pegs against 3-month compounded €STR and CHF pegs against 3-month compounded SARON instead of using overnight €STR and a CHF policy-rate proxy.
- v6.0 · Asset-Scoped Supplemental Identity and Actionable Coverage Audits
Mar 26, 2026
Supplemental protocol families now keep asset-scoped source identity instead of collapsing same-chain markets together, and the monthly coverage audit now measures the real exact-pool DL surface rather than only the native static map.
- v5.9 · Cadence-Aligned Data-Stale Warnings
Mar 26, 2026
The read-time `data-stale` warning now follows the shared hourly `sync-yield-data` cadence instead of a leftover fixed 90-minute threshold from the old half-hourly lane.
- v5.8 · First-Party EUR Benchmarks and Resilient CHF Parsing
Mar 26, 2026
Yield benchmark fetching now sources EUR €STR from the ECB's official data API with the FRED mirror as fallback, and the CHF proxy parser now tolerates the SNB's current HTML structure instead of depending on one plain-text sentence layout.
- v5.7 · Safety-Reweighted PYS Curve and Shared Scoring Hydration
Mar 26, 2026
Pharos Yield Score now uses a steeper safety penalty curve so risky names need much larger yield spreads to outrank safe ones, and the scaling factor was retuned to keep the score range readable.
- v5.6 · Currency-Aware Benchmarks For Excess Yield
Mar 26, 2026
Yield Intelligence now resolves row-level benchmark context by peg currency, using USD T-bills by default, EUR €STR when available, and a CHF SNB policy-rate proxy for Swiss-franc pegs.
- v5.5 · Non-USD Yield Scoping and Exact-Pool Commodity Overrides
Mar 26, 2026
Yield Intelligence now exposes a shareable non-USD ranking scope on `/yield`, and commodity coverage can use curated exact-pool DeFiLlama venues without relaxing the generic gold/silver discovery guardrails.
- v5.4 · Address-First Identity, Explicit Coverage, and Publish-Consistent History
Mar 26, 2026
Yield resolution now matches by chain and address before symbol fallbacks, every yield-bearing asset has explicit manifest coverage or an intentional gap, and published history is bounded to the latest rankings snapshot.
- v5.3 · Yield Infrastructure Automation
Mar 26, 2026
Chain-scoped Layer 3 symbol matching prevents cross-chain false positives in auto-lending discovery, variant symbol auto-scanner detects new wrapper tokens (advisory mode), and monthly yield coverage audit cron provides protocol expansion recommendations.
- v5.2 · Yield Coverage Expansion: Protocol-Native API Wave
Mar 25, 2026
Major yield coverage expansion: 10 protocol-native adapters (Hashnote USYC, Ondo oracle, Morpho GraphQL, Pendle REST, Yearn Kong GraphQL, Beefy REST, Aave V3 on-chain, Compound V3 on-chain, BIMA Earn), USTB + thBILL promoted to on-chain ERC-4626, cusd-cap flagged yield-bearing, 19 new lending protocols added, TVL floor lowered for smaller ecosystems, DeFiLlama yield history backfill for instant 365-day charts.
- v5.1 · Protocol-native BIMA savings fallback for USBD
Mar 24, 2026
USBD now resolves through BIMA's public earn API when DeFiLlama has no usable sUSBD wrapper pool, closing the remaining native-yield coverage gap without introducing a hand-set rate.
- v5.0 · Richer freshness provenance and curated lending source links
Mar 24, 2026
Yield rankings provenance now carries source-observation and comparison-anchor timing for derived sources, and the lending allowlist now has curated source-link coverage for all supported protocols.
- v4.9 · Publish-safe retention and deterministic adapter quarantine
Mar 24, 2026
Yield publication now preflights rankings payloads before mutating live rows, degraded runs retain prior rows instead of destructively pruning, and the two known-bad generic deterministic vault probes were quarantined from Tier 1 coverage.
- v4.8 · Explicit edge-case overrides for remaining high-signal lending markets
Mar 24, 2026
A final selective pass added deterministic lending overrides for the remaining high-signal exact-symbol markets that were still blocked only by report-card coverage gaps or sub-C safety gating.
- v4.7 · Early NAV fallback support and deeper long-tail lending coverage
Mar 24, 2026
Yield coverage widened again through lower but still curated lending floors, two additional protocol families, and price-derived fallbacks that can bootstrap younger NAV tokens before day 30.
- v4.6 · Rate-derived treasury expansion and broader lending discovery
Mar 24, 2026
Yield coverage widened through new deterministic Treasury fallbacks plus a broader but still curated lending auto-discovery set for long-tail assets.
- v4.5 · Fail-closed source validation and retained-market benchmark continuity
Mar 23, 2026
Yield sync now treats broken direct-source payloads and total deterministic on-chain outages as degraded inputs, while retained Treasury benchmarks preserve the last market-derived rate across fallback streaks.
- v4.4 · On-chain rate bootstrapping and pipeline hardening
Mar 20, 2026
Fixed a bootstrapping deadlock preventing all 13 Tier 1 vault configs from computing on-chain APY, plus DRY and performance improvements.
- v4.3 · Wrapper-preserving ingestion and hydration hardening
Mar 19, 2026
Yield ingestion now preserves wrapper-relevant pools through pre-filtering, separates deterministic history from curated pools, and hardens public hydration paths against partial safety or warning data.
- v4.2 · Source-aware history and confidence-weighted arbitration
Mar 10, 2026
Yield rankings now preserve per-source history, retain benchmark provenance, and prefer higher-confidence sources when multiple candidates disagree.
- v4.1 · Conservative LUSD Stability Pool source
Mar 7, 2026
LUSD gained a deterministic B.Protocol / Liquity Stability Pool source that estimates only the LQTY incentive stream and labels that limitation explicitly.
- v4.0 · Multi-source rankings and alternative-source transparency
Mar 3, 2026
Yield rankings moved from single-source rows to per-source modeling, so each coin can expose both native and wrapper yield paths.
- v3.3 · Coverage ratchet: deterministic overrides + address-aware discovery
Mar 3, 2026
Auto-discovered lending coverage expanded with stricter quality gates, deterministic overrides, and contract-address fallback matching for symbol drift.
- v3.2 · Inherited blacklistability alignment for inline safety scoring
Mar 2, 2026
Yield sync safety scoring switched to shared blacklistability logic (including reserve inheritance), improving parity with report-card safety behavior.
- v3.1 · Auto-discovery hardening and finite-math safeguards
Mar 1, 2026
Post-launch hardening pass improved reliability of discovered yield rows and prevented non-finite volatility values from polluting persisted rankings.
- v3.0 · Automatic lending-opportunity discovery
Mar 1, 2026
Yield Intelligence expanded beyond explicitly yield-bearing tokens by automatically discovering best lending pools for safer non-yield-bearing coins.
- v2.1 · Warning-signal telemetry and fxUSD native mapping
Mar 1, 2026
Yield rows gained warning-signal state for anomaly detection, while deterministic pool coverage expanded with fxUSD native yield mapping.
- v2.0 · Wave-1 coverage expansion and numerical hardening
Mar 1, 2026
Wave-1 expanded native/wrapper mappings and tightened core PYS stability math to avoid edge-case distortion.
- v1.1 · Launch-audit corrections for APY windowing and display
Mar 1, 2026
Early launch audit corrected APY window semantics and cleaned up yield stability presentation/lookup behavior.
- v1.0 · Initial Yield Intelligence release
Mar 1, 2026
Launched Yield Intelligence schema, cron computation pipeline, API surface, and dashboard integration.