OCRISIS · StrategyT2LiveS 1.43Cycle-tested
Crisis-Hedged Crypto 5
Five-asset crypto construction with an embedded 25-delta BTC and ETH put hedge triggered when DVOL crosses the 70th percentile. BTC and ETH carry the directional thesis, SOL provides smart-contract leg, USDC absorbs the cash buffer, PAXG sits as the physical-gold hedge. The option overlay caps drawdown at the cost of a defined premium, which is the trade most crypto-native allocators cannot run themselves. Deribit options integration scheduled for H2 2026, until then the basket runs unhedged with the option layer flagged as forward-look.
Launch NAV
1,850.00USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Strategy
Risk profile
Conservative
Weighting
Mcap · 40% cap
Constituents
5
Backtest summary
2097d window
Sharpe
Strong1.43
Max drawdown
−66.0%
Annualised vol
+41.8%
Beta vs BTC
0.78
Total return
+1359.3%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−9%
1-month−19%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+1359.3%1.43+0.611 year−15.1%-0.49+0.356 months−15.9%-0.94-0.253 months+10.8%1.77-1.631 month−2.5%-1.49-1.28
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
5 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 38% |
| ETH | 22% |
| USDC | 18% |
| SOL | 12% |
| PAXG | 10% |
Further reading
Trade OCRISIS
Live NAV, order book and depth available on the trade view.