OCRLOW7 · DiversifiedT1LiveKYCS 1.35
BTC-Decorrelated 7
Engineered for low BTC correlation while keeping Sharpe respectable. Heavy on US tech equity (NVIDIA, Microsoft, Apple) and gold for the de-correlation engine, with a 20% crypto sleeve (BTC + ETH) and a 10% broad-market ETF for upside participation. Backtested Sharpe 1.35 over 729 days, max drawdown -23% (less than half of BTC's -49% in the same window), correlation to BTC -0.07. The portfolio complement for an allocator who already holds BTC directly.
Launch NAV
180.00USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Diversified
Risk profile
Conservative
Weighting
CorrelationOptimized
Constituents
7
Backtest summary
729d window
Sharpe
Strong1.35
Max drawdown
−23.0%
Annualised vol
—
Beta vs BTC
-0.03
Total return
+55.8%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−5%
1-month−10%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+259.6%1.44+1.091 year+26.0%1.65+2.486 months+2.4%0.29+0.973 months+7.7%2.08-1.64
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
7 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| GLDon | 22% |
| NVDAon | 18% |
| MSFTon | 15% |
| AAPLon | 15% |
| BTC | 10% |
| ETH | 10% |
| SPYon | 10% |
Further reading
Trade OCRLOW7
Live NAV, order book and depth available on the trade view.