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EN5
OEN5 · Equities

Energy Majors 5

T1LiveKYCS 0.85Cycle-tested
Reference net asset value
129.00usd

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

Family
Equities
Risk profile
Moderate
Holdings
5
Weighting
Market cap, 30% cap
Rebalance
Not published
Sharpe grade
0.85
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.

Integrated oil and gas as a sovereign-risk hedge. Five super-majors with capex discipline, durable dividends, and exposure to whatever oil price regime materialises through 2030. ExxonMobil and Chevron lead on scale, ConocoPhillips on US shale, Occidental on the Permian and carbon capture, Petrobras on Brazilian deepwater. The portfolio slot that crypto cannot fill.

  • Equities family · Moderate 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 forGeneralist crypto allocators with a multi-quarter horizon.
Typical sizing20 to 40% of a crypto sleeve
Weighting ruleMarket cap, 30% cap
Risk tierModerate
Composition

5 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
5 holdings
XOMon · 30% of the basketXOMon30%CVXon · 24% of the basketCVXon24%COPon · 18% of the basketCOPon18%OXYon · 16% of the basketOXYon16%PBRon · 12% of the basketPBRon12%
Largest holding
XOMon 30.0%
The single name that moves net asset value most.
Top three
72.0%
Share of the basket held by its three largest names.
Effective holdings
4.55
Equal weight equivalent of 5 named positions.
Published weights
largest first
Published weights for all 5 holdings, largest first.
HoldingShareWeight
01XOMon30%
02CVXon24%
03COPon18%
04OXYon16%
05PBRon12%
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.

  • XOMon30%Hedge

    ExxonMobil is the largest US integrated oil-and-gas operator. The best capital-discipline track record in big oil.

    Performs in inflation-up and energy-supply-shock regimes. Lower correlation to tech and crypto beta.

    oil-price cycle
  • CVXon24%Hedge

    Chevron is the second US oil major after ExxonMobil. Provides issuer diversification within the energy sleeve and similar capital-discipline narrative.

    Tracks ExxonMobil closely. Performs in inflation-up and energy-supply-shock regimes.

    oil-price cycle
  • COPon18%Growth

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

  • OXYon16%Growth

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

  • PBRon12%Growth

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

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
1826 day window
Sharpe grade
0.85Solid
Measured over 1826 days against a bitcoin reference of 0.33.
Total return
+137.1%
Across the full window, simulated.
Max drawdown
−28.2%
Deepest peak to trough. 346 days to recover.
Annualised volatility
22.3%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.07
Correlation 0.14.
Effective holdings
4.55
Of 5 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+11.2%
Excess over what beta to bitcoin alone explains.
R squared
0.02
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. OEN5 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−5%
1-month · 30d−10%

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+137.1%0.85+0.50
1 year+48.7%2.53+3.36
6 months+38.8%4.39+5.07
3 months+8.6%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.

Drawdowns of 30 to 50% are within historical range during cycle bottoms, tracking the broader crypto market. Family-standard caps and rebalancing rules apply.

Structural flags
3 on this basket
  • Top-name weightLow

    XOMon is the largest position at 30%. Capped by methodology but still drives index direction.

  • Short price historyHigh

    XOMon, CVXon, COPon and 2 more 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.

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
XOMon loses half its valueLargest holding, 30.0% of the basket−15.0%Mechanical
The three largest holdings fall 30%XOMon, CVXon, COPon · 72.0% of the basket together−21.6%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 346 days to recover−28.2%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−10.0%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.14 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.