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FT3
OFRONT3 · Equities

Quantum & Frontier Tech 3

T3Under studyKYCS 0.82
Reference net asset value
32.00usd

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

Family
Equities
Risk profile
Aggressive
Holdings
3
Weighting
Equal weight
Rebalance
Not published
Sharpe grade
0.82
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 pre-revenue science bets that may or may not deliver. D-Wave Quantum sells quantum-annealing hardware to government labs and a few commercial pilots. Oklo is building small modular nuclear reactors aimed at data-center power demand. Ondas Holdings runs defense drone and 5G networking products. None are profitable. All trade as long-dated call options on outcomes that, if they work, are enormous. A curiosity allocation, not a core position.

  • 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 ruleEqual weight
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
QBTSon · 40% of the basketQBTSon40%OKLOon · 35% of the basketOKLOon35%ONDSon · 25% of the basketONDSon25%
Largest holding
QBTSon 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
2.90
Equal weight equivalent of 3 named positions.
Published weights
largest first
Published weights for all 3 holdings, largest first.
HoldingShareWeight
01QBTSon40%
02OKLOon35%
03ONDSon25%
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.

  • QBTSon40%Growth

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

  • OKLOon35%Growth

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

  • ONDSon25%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
1778 day window
Sharpe grade
0.82Solid
Measured over 1778 days against a bitcoin reference of 0.33.
Total return
+761.4%
Across the full window, simulated.
Max drawdown
−77.9%
Deepest peak to trough. 535 days to recover.
Annualised volatility
68.2%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.32
Correlation 0.21.
Effective holdings
2.90
Of 3 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+26.6%
Excess over what beta to bitcoin alone explains.
R squared
0.04
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. OFRONT3 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−14%
1-month · 30d−26%

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+761.4%0.82+0.38
1 year+141.2%1.92+2.75
6 months−10.0%−0.27+0.41
3 months−1.8%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

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

  • Short price historyHigh

    QBTSon, OKLOon, ONDSon 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.

  • Deep historical drawdownHigh

    Max drawdown reached −78% in the backtest window. Size accordingly.

  • Pre-live statusLow

    Preview 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
QBTSon loses half its valueLargest holding, 40.0% of the basket−20.0%Mechanical
The three largest holdings fall 30%QBTSon, OKLOon, ONDSon · 100.0% of the basket together−30.0%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 535 days to recover−77.9%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−26.3%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.21 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.