OBB8 · StrategyT2Under studyS -0.03
Barbell 8
Defensive core (BTC, ETH, BNB at roughly half the weight) paired with high-asymmetry growth names (TAO, RENDER, ONDO). The barbell structure: maximize either the safety leg or the convex leg, minimize the middle. Classic Taleb construction applied to crypto.
Launch NAV
2,680.40USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Strategy
Risk profile
Growth
Weighting
Custom6040
Constituents
8
Backtest summary
669d window
Sharpe
-0.03
Max drawdown
−62.8%
Annualised vol
+55.7%
Beta vs BTC
1.27
Total return
−2.5%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−14%
1-month−26%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)−2.5%-0.03-0.221 year−29.5%-0.56+0.276 months−14.6%-0.54+0.153 months+34.3%5.44+2.041 month+9.3%5.12+5.33
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
8 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 22% |
| ETH | 18% |
| BNB | 12% |
| TAO | 12% |
| RENDER | 10% |
| ONDO | 10% |
| LINK | 8% |
| SUI | 8% |
Further reading
Strategy under review
We are refining the weighting and rebalance cadence on this index. Trade access opens once the methodology stabilises. In the meantime, our methodology paper covers the current state of the construction. OBB8 stays on the catalogue with a live NAV reading.