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AH7
OAH7 · Equities

After-Hours Mag 7

T1LiveKYCS 1.25Forward
Reference net asset value
345.00usd

Calibrated launch value from the rulebook. This basket carries no order panel today.

Family
Equities
Risk profile
Moderate
Holdings
7
Weighting
Market cap, 20% cap
Rebalance
Daily, after hours
Sharpe grade
1.25
The thesis

Why this basket exists

What the construction is trying to capture, who it is built for, and how it is meant to be sized inside a wider allocation.

The seven mega-cap technology leaders rebalanced daily on the after-hours print. After-hours liquidity captures earnings reactions, guidance updates and macro headlines that hit between 16:00 and 09:30 ET, the window where most single-name catalysts actually print. The 20% cap keeps NVIDIA from dominating after consecutive earnings beats. For allocators running tokenized equity exposure who want intraday-style responsiveness without leaving the basket wrapper.

  • Equities family · Moderate risk tier
  • Rule-based, divisor-method NAV

No committee note is published for this basket yet. The text above is its catalogue description; the framing beside it is derived from the mandate and the risk tier.

How it is meant to be used
Built forGeneralist crypto allocators with a multi-quarter horizon.
Typical sizing20 to 40% of a crypto sleeve
Weighting ruleMarket cap, 20% cap
Risk tierModerate
Composition

7 holdings, drawn to scale

Each tile's area is its weight in the basket, so the picture and the table below it are the same data read two ways.

Weight by area
7 holdings
NVDAon · 20% of the basketNVDAon20%AAPLon · 17% of the basketAAPLon17%MSFTon · 15% of the basketMSFTon15%AMZNon · 13% of the basketAMZNon13%GOOGLon · 13% of the basketGOOGLon13%METAon · 12% of the basketMETAon12%TSLAon · 10% of the basketTSLAon10%
Largest holding
NVDAon 20.0%
The single name that moves net asset value most.
Top three
52.0%
Share of the basket held by its three largest names.
Effective holdings
6.68
Equal weight equivalent of 7 named positions.
Published weights
largest first
Published weights for all 7 holdings, largest first.
HoldingShareWeight
01NVDAon20%
02AAPLon17%
03MSFTon15%
04AMZNon13%
05GOOGLon13%
06METAon12%
07TSLAon10%
Total100%
Holdings

Why each name earned its seat

Research notes per constituent: the case for the asset, the regime that suits it, and the risk the seat carries.

  • NVDAon20%Core anchor

    NVIDIA is the single largest contributor to risk-adjusted returns in the equity universe over the 2-year backtest window. Designs the GPUs that train every frontier model.

    Performs in AI-capex-up regimes. Sensitive to hyperscaler demand-softening signals and to China-export-control news.

    valuation extensionChina export-control exposure
  • AAPLon17%Core anchor

    Apple is the largest consumer-electronics franchise and the most cash-generative public company.

    Defensive within tech. Outperforms in quality-rotation regimes. Lags when AI-narrative beta drives the tape and Apple's AI positioning is questioned.

    regulatory pressure on App Store
  • MSFTon15%Core anchor

    Microsoft is the dominant enterprise-software franchise and the largest beneficiary of the AI-software margin pool through Azure and the OpenAI partnership.

    Performs in enterprise-AI narrative phases. Defensive in flight-to-quality regimes. Sensitive to cloud-margin compression news.

    AI-capex margin compression
  • AMZNon13%Core anchor

    Amazon is the dominant e-commerce and cloud-infrastructure franchise. AWS is the largest cloud operator by revenue.

    Performs in consumer-resilience and cloud-up regimes. Sensitive to AWS deceleration and to retail-margin pressure.

    margin sensitivity
  • GOOGLon13%Core anchor

    Alphabet is the dominant search and digital-ads franchise and the second-largest cloud operator. Inclusion balances the Mag 7 sleeve against Microsoft-OpenAI dominance narratives.

    Performs when AI-search-disruption narratives soften. Underperforms during periods of intense search-monetization scrutiny.

    AI-search disruptionantitrust overhang
Show the remaining 2 holdings
  • METAon12%Growth

    Meta operates the largest social-media franchise (Facebook, Instagram, WhatsApp) and the most aggressive AI-infrastructure buildout among the Mag 7.

    Performs in AI-driven advertising-revenue cycles. Sensitive to capex-overhang concerns and Reality Labs disclosures.

    Reality Labs cash burnad-cycle exposure
  • TSLAon10%Growth

    Tesla is the largest pure-play electric-vehicle and energy-storage franchise. The Mag 7 holdout trading on auto-margin, FSD adoption, and Optimus optionality.

    Highest beta in the Mag 7. Performs in FSD or Optimus narrative phases. Underperforms when auto-margin pressure dominates the news.

    EV-cycle exposureFSD-execution risk
The record

What the numbers say

Simulated on historical constituent prices. A Sharpe is only published once the measured window clears 90 days, and drawdowns keep their sign.

Backtested record
1826 day window
Sharpe grade
1.25Strong
Measured over 1826 days against a bitcoin reference of 0.33.
Total return
+282.2%
Across the full window, simulated.
Max drawdown
−47.6%
Deepest peak to trough. 404 days to recover.
Annualised volatility
24.7%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.19
Correlation 0.35.
Effective holdings
6.68
Of 7 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+16.6%
Excess over what beta to bitcoin alone explains.
R squared
0.12
Share of the basket's moves bitcoin explains.
Bitcoin reference · Sharpe 0.33 · max drawdown −76.6%
OCBE100 reference · Sharpe 0.34 · max drawdown −61.1%

Every figure above is simulated on historical constituent prices for a basket that has not traded. It describes how the rules would have behaved, not how they will behave. OAH7 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−6%
1-month · 30d−13%

Max expected loss over the horizon · 95% confidence · historical distribution. There is a 5% chance the actual loss is larger.

Across timeframes
vs bitcoin
Simulated return for this basket over five windows, with a Sharpe and a comparison with bitcoin wherever the window is long enough to publish one.
WindowReturnSharpevs BTC
Full window+282.2%1.25+0.90
1 year+42.6%2.67+3.50
6 months+8.2%1.07+1.75
3 months+12.5%Not graded·

Returns are simulated over each window. A Sharpe is published only once that window clears 90 days, so the shorter rows read Not graded and carry no comparison with bitcoin. Short windows flatter and punish at random; read the full window first and treat the rest as texture.

Risk

What could go wrong

Priced off this basket's own weights rather than off a generic disclaimer, so every figure below can be checked against the table above.

Drawdowns of 30 to 50% are within historical range during cycle bottoms, tracking the broader crypto market. Family-standard caps and rebalancing rules apply.

Structural flags
2 on this basket
  • Short price historyHigh

    NVDAon, AAPLon, MSFTon and 4 more have under a year of usable history. Backtest metrics carry wider error bars.

  • Routing dependenceMedium

    Routes through Dinari (stocks) and Backed Finance (ETFs). Settles on the EVM rail. KYC at the OLTA layer, not available in the US today.

If it goes wrong
effect on net asset value
4 downside scenarios for this basket, and the loss each one would put on net asset value.
ScenarioLoss on net asset value
NVDAon loses half its valueLargest holding, 20.0% of the basket−10.0%Mechanical
The three largest holdings fall 30%NVDAon, AAPLon, MSFTon · 52.0% of the basket together−15.6%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 404 days to recover−47.6%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−12.7%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.35 correlation to bitcoin over its window, which is loose enough that the holdings can move apart. Even so, a shock rarely lands on one name alone. Read the figures as a floor on the damage, never a ceiling.

Further reading

The research behind the construction

Tokenized equity execution is not open yet

Single stocks route through Dinari and ETF coverage through Backed Finance, settling on the EVM rail once identity checks clear. The execution surface for this family arrives with the next release. Composition, weights and the measured record above are current.