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CI50
OCI50 · Core

OLTA Core Index 50

T1Under study
Reference net asset value
8,500.00usd

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

Family
Core
Risk profile
Growth
Holdings
49
Weighting
Equal weight
Rebalance
Not published
Sharpe grade
−0.50
Composition

49 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
49 holdings
TRX · 4% of the basketTRX4%AAVE · 2% of the basketAAVE2%ADA · 2% of the basketADA2%AKT · 2% of the basketAKT2%APT · 2% of the basketAPT2%AR · 2% of the basketAR2%ARB · 2% of the basketARB2%ATOM · 2% of the basketATOM2%AVAX · 2% of the basketAVAX2%BCH · 2% of the basketBCH2%BNB · 2% of the basketBNB2%BTC · 2% of the basketBTC2%CRV · 2% of the basketCRV2%DOT · 2% of the basketDOT2%DYDX · 2% of the basketDYDX2%EIGEN · 2% of the basketEIGEN2%ETC · 2% of the basketETC2%ETH · 2% of the basketETH2%ETHFI · 2% of the basketETHFI2%FET · 2% of the basketFET2%GRT · 2% of the basketGRT2%HBAR · 2% of the basketHBAR2%IMX · 2% of the basketIMX2%INJ · 2% of the basketINJ2%IO · 2% of the basketIO2%JUP · 2% of the basketJUP2%LDO · 2% of the basketLDO2%LINK · 2% of the basketLINK2%LTC · 2% of the basketLTC2%MORPHO · 2% of the basketMORPHO2%NEAR · 2% of the basketNEAR2%ONDO · 2% of the basketONDO2%OP · 2% of the basketOP2%PAXG · 2% of the basketPAXG2%PENDLE · 2% of the basketPENDLE2%PYTH · 2% of the basketPYTH2%RENDER · 2% of the basketRENDER2%RUNE · 2% of the basketRUNE2%SEI · 2% of the basketSEI2%SKY · 2% of the basketSKY2%SNX · 2% of the basketSNX2%SOL · 2% of the basketSOL2%STX · 2% of the basketSTX2%SUI · 2% of the basketSUI2%TAO · 2% of the basketTAO2%TIA · 2% of the basketTIA2%TON · 2% of the basketTON2%UNI · 2% of the basketUNI2%XRP · 2% of the basketXRP2%
Largest holding
TRX 4.0%
The single name that moves net asset value most.
Top three
8.0%
Share of the basket held by its three largest names.
Effective holdings
48.08
Equal weight equivalent of 49 named positions.
Published weights
largest first
Published weights for all 49 holdings, largest first.
HoldingShareWeight
01TRX4%
02AAVE2%
03ADA2%
04AKT2%
05APT2%
06AR2%
07ARB2%
08ATOM2%
09AVAX2%
10BCH2%
11BNB2%
12BTC2%
13CRV2%
14DOT2%
15DYDX2%
16EIGEN2%
17ETC2%
18ETH2%
19ETHFI2%
20FET2%
21GRT2%
22HBAR2%
23IMX2%
24INJ2%
25IO2%
26JUP2%
27LDO2%
28LINK2%
29LTC2%
30MORPHO2%
31NEAR2%
32ONDO2%
33OP2%
34PAXG2%
35PENDLE2%
36PYTH2%
37RENDER2%
38RUNE2%
39SEI2%
40SKY2%
41SNX2%
42SOL2%
43STX2%
44SUI2%
45TAO2%
46TIA2%
47TON2%
48UNI2%
49XRP2%
Total100%
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
  • Short price historyMedium

    SKY, INJ, SEI and 7 more have under a year of usable history. Backtest metrics carry wider error bars.

  • Deep historical drawdownHigh

    Max drawdown reached −81% in the backtest window. Size accordingly.

  • Pre-live statusLow

    Second Wave index. NAV is computed but the basket isn't yet open for live allocation.

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
TRX loses half its valueLargest holding, 4.0% of the basket−2.0%Mechanical
The three largest holdings fall 30%TRX, AAVE, ADA · 8.0% of the basket together−2.4%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 620 days to recover−80.8%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−32.1%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.80 correlation to bitcoin over its window, so its holdings tend to fall together rather than one at a time. Read the figures as a floor on the damage, never a ceiling.

Further reading

The research behind the construction

Research
Methodology
Construction rules, weighting and rebalance cadence.
Research
Stress tests
Drawdown behaviour through the 2022, 2023 and 2024 cycles.
Research
Versus bitcoin
How multi asset construction compares with a single asset hold.

Worth a second look later

OCI50 is under methodology review, so it carries no buy action today. The weights and the cadence are still being settled, and an order panel over rules that are about to move would put a commitment on the page the research has not earned. Everything above stays visible and updates with the study, so you can follow the work as it lands.

Open the full deskBaskets that are open