OLTA Finance
All indices
CS3
OCOPS3 · Equities

Crypto Operators 3

T3ConvictionKYCS 3.22
Reference net asset value
31.00usd

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

Family
Equities
Risk profile
Aggressive
Holdings
3
Weighting
Liquidity adjusted
Rebalance
Not published
Sharpe grade
3.22
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.

Three small-cap Bitcoin operators with violent beta to BTC price. IREN runs renewable-powered mining at scale. BitMine accumulates an Ethereum treasury and operates mining infrastructure. MARA is the largest publicly-traded BTC miner. All three trade more aggressively than spot Bitcoin in both directions, which is the point. Position size accordingly.

  • Equities family · Aggressive 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 forTactical sleeves only. Position size proportional to conviction.
Typical sizing1 to 5% of a crypto sleeve, tactical
Weighting ruleLiquidity adjusted
Risk tierAggressive
Composition

3 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
3 holdings
IRENon · 40% of the basketIRENon40%BMNRon · 30% of the basketBMNRon30%MARAon · 30% of the basketMARAon30%
Largest holding
IRENon 40.0%
The single name that moves net asset value most.
Top three
100.0%
Share of the basket held by its three largest names.
Effective holdings
2.94
Equal weight equivalent of 3 named positions.
Published weights
largest first
Published weights for all 3 holdings, largest first.
HoldingShareWeight
01IRENon40%
02BMNRon30%
03MARAon30%
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.

  • IRENon40%Growth

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

  • BMNRon30%Growth

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

  • MARAon30%Tactical

    MARA Holdings is the largest publicly traded Bitcoin mining operator. Provides leveraged BTC-price exposure plus operational mining beta.

    Higher beta than BTC. Performs in BTC bull cycles and hash-rate growth narratives. Sharper drawdowns in BTC bear cycles.

    operational mining exposureenergy-cost sensitivity
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
350 day window
Sharpe grade
3.22Exceptional
Measured over 350 days against a bitcoin reference of 0.33.
Total return
+297.1%
Across the full window, simulated.
Max drawdown
−60.5%
Deepest peak to trough. 166 days to recover.
Annualised volatility
100.3%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.90
Correlation 0.32.
Effective holdings
2.94
Of 3 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+117.0%
Excess over what beta to bitcoin alone explains.
R squared
0.10
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. OCOPS3 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−19%
1-month · 30d−32%

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+297.1%3.22+3.91
1 year+297.1%3.22+3.91
6 months−3.5%−0.10+0.57
3 months+26.9%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.

Highly volatile. Expect 50% or deeper drawdowns. Position size proportional to conviction; this is a tactical sleeve, not a buy-and-hold position.

Structural flags
5 on this basket
  • Single-name concentrationHigh

    IRENon carries 40% of the basket. A drawdown in this single name materially moves NAV.

  • Short price historyHigh

    IRENon, BMNRon, MARAon 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.

  • Elevated volatilityHigh

    Backtest annualised vol 100%. See the backtest panel above for the full risk numbers.

  • Deep historical drawdownMedium

    Max drawdown reached −60% in the backtest window. Size accordingly.

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
IRENon loses half its valueLargest holding, 40.0% of the basket−20.0%Mechanical
The three largest holdings fall 30%IRENon, BMNRon, MARAon · 100.0% of the basket together−30.0%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 166 days to recover−60.5%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 0.32 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.