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OAIE6 · Equities

AI Infrastructure Stack 6

T2LiveKYCS 1.45Cycle-tested
Reference net asset value
295.00usd

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

Family
Equities
Risk profile
Growth
Holdings
6
Weighting
MarketCapCapped25
Rebalance
Monthly
Sharpe grade
1.45
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.

One layer beneath NVIDIA. Applied Materials and Lam Research sell the equipment that lets foundries make advanced chips. Arista Networks runs data-center networking at the hyperscalers. Marvell ships custom silicon for ASIC-bound workloads. Super Micro builds the servers Big Tech actually rolls into racks. Micron supplies the HBM memory that bottlenecks AI training. Higher beta than OSEM7, lower market cap per name.

  • Equities family · Growth 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 forAllocators who can tolerate 40 to 60% drawdowns for a longer payoff window.
Typical sizing5 to 15% of a crypto sleeve
Weighting ruleMarketCapCapped25
Risk tierGrowth
Composition

6 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
6 holdings
AMATon · 22% of the basketAMATon22%LRCXon · 20% of the basketLRCXon20%ANETon · 18% of the basketANETon18%MRVLon · 14% of the basketMRVLon14%SMCIon · 14% of the basketSMCIon14%MUon · 12% of the basketMUon12%
Largest holding
AMATon 22.0%
The single name that moves net asset value most.
Top three
60.0%
Share of the basket held by its three largest names.
Effective holdings
5.73
Equal weight equivalent of 6 named positions.
Published weights
largest first
Published weights for all 6 holdings, largest first.
HoldingShareWeight
01AMATon22%
02LRCXon20%
03ANETon18%
04MRVLon14%
05SMCIon14%
06MUon12%
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.

  • AMATon22%Infrastructure

    Applied Materials is the largest semiconductor-equipment maker by revenue. Provides the deposition and etch equipment for leading-edge logic and DRAM.

    Performs in capex-cycle ups. Sensitive to fab-capex deferrals and China-export-control headlines.

    capex-cycle exposure
  • LRCXon20%Growth

    Research note pending for this holding. Its weight and its role in the mandate are published above.

  • ANETon18%Infrastructure

    Arista Networks is the dominant data-center networking vendor for hyperscalers. AI-cluster networking demand drives multi-year revenue growth.

    Performs in hyperscaler-capex cycles. Sensitive to hyperscaler-spending-pause headlines.

    hyperscaler concentration
  • MRVLon14%Growth

    Research note pending for this holding. Its weight and its role in the mandate are published above.

  • SMCIon14%Growth

    Research note pending for this holding. Its weight and its role in the mandate are published above.

  • MUon12%Growth

    Micron is the largest US memory and storage chip manufacturer. Supplies HBM that bottlenecks NVIDIA and AMD AI accelerator production.

    Performs in memory-cycle ups and AI-capex peaks. Sensitive to memory-pricing surprises and inventory corrections.

    memory-cycle exposure
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
1.45Strong
Measured over 1826 days against a bitcoin reference of 0.33.
Total return
+681.5%
Across the full window, simulated.
Max drawdown
−43.2%
Deepest peak to trough. 291 days to recover.
Annualised volatility
35.0%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.23
Correlation 0.30.
Effective holdings
5.73
Of 6 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+26.0%
Excess over what beta to bitcoin alone explains.
R squared
0.09
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. OAIE6 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−9%
1-month · 30d−14%

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+681.5%1.45+1.10
1 year+177.9%5.41+6.24
6 months+73.6%5.79+6.47
3 months+36.6%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.

Higher beta than the broad market. Drawdowns of 40 to 60% during risk-off regimes are within historical range. Size accordingly.

Structural flags
3 on this basket
  • Top-name weightLow

    AMATon is the largest position at 22%. Capped by methodology but still drives index direction.

  • Short price historyHigh

    AMATon, LRCXon, ANETon and 3 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
AMATon loses half its valueLargest holding, 22.0% of the basket−11.0%Mechanical
The three largest holdings fall 30%AMATon, LRCXon, ANETon · 60.0% of the basket together−18.0%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 291 days to recover−43.2%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−14.4%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.30 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.