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OL1L8 · Sector

Layer 1 Leaders 8

T2Under studyS 0.37Cycle-tested
Reference net asset value
1,250.00usd

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

Family
Sector
Risk profile
Moderate
Holdings
8
Weighting
MarketCapCapped25
Rebalance
Monthly
Sharpe grade
0.36
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.

Eight general-purpose Layer 1 blockchains, cap-weighted with 25% cap. The smart-contract platform thesis without the small-cap noise. ETH and SOL anchor, with ADA, BNB, AVAX, SUI, APT and NEAR rounding out the basket. Designed for thematic conviction in the smart-contract platform category, BTC-correlated by design. Captures the L1 narrative without single-name risk; diversification benefit is intra-sector.

  • Sector 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 ruleMarketCapCapped25
Risk tierModerate
Composition

8 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
8 holdings
ETH · 25% of the basketETH25%SOL · 20% of the basketSOL20%BNB · 16% of the basketBNB16%ADA · 10% of the basketADA10%AVAX · 9% of the basketAVAX9%SUI · 8% of the basketSUI8%APT · 6% of the basketAPT6%NEAR · 6% of the basketNEAR6%
Largest holding
ETH 25.0%
The single name that moves net asset value most.
Top three
61.0%
Share of the basket held by its three largest names.
Effective holdings
6.26
Equal weight equivalent of 8 named positions.
Published weights
largest first
Published weights for all 8 holdings, largest first.
HoldingShareWeight
01ETH25%
02SOL20%
03BNB16%
04ADA10%
05AVAX9%
06SUI8%
07APT6%
08NEAR6%
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.

  • ETH25%Core anchor

    Ethereum is the only smart-contract platform with the TVL, developer mindshare, and settlement depth to count as core infrastructure.

    Outperforms BTC in DeFi cycles and L2 adoption waves. Lags when narratives shift to alt-L1s or when L2 fragmentation eats into mainnet fee capture.

    fee-revenue regime risk
  • SOL20%Growth

    Solana is the highest-throughput smart-contract platform in production and the credible challenger to Ethereum at the application layer.

    Highest beta of the L1 majors. Outperforms in retail-led risk-on phases. Drawdowns sharper than BTC in flight-to-quality regimes.

    historical outagesvalidator concentration
  • BNB16%Core anchor

    BNB captures the cash flow of the largest centralized crypto exchange. Quarterly burn-and-buy gives it the cleanest token-to-revenue link of any major.

    Tracks Binance volume more than crypto beta. Faces regulatory tail risk when Binance is under enforcement scrutiny.

    regulatory tail riskexchange concentration
  • ADA10%Core anchor

    Cardano sits in the basket for persistent top-ten market-cap status and a research-driven engineering culture that allocators recognise.

    Tracks broader crypto beta. Has lagged in 2024 to 2026 as DeFi capital concentrated on ETH and SOL.

    TVL trails peersslow shipping cadence
  • AVAX9%Growth

    Avalanche is the highest-quality EVM-compatible alt-L1 by liquidity and institutional integration. The subnet architecture appeals to enterprise pilots.

    Performs in enterprise-adoption and alt-L1 rotation phases. Underperforms in flight-to-quality and meme-led cycles.

    subnet fragmentation
Show the remaining 3 holdings
  • SUI8%Growth

    Sui is the Move-language L1 spun out of the Diem project. Parallel-execution architecture targets the throughput ceiling that Solana hits during congestion.

    Higher beta than the established L1s. Outperforms during alt-L1 rotation and on technical-narrative catalysts. Drawdowns pronounced in flight-to-quality.

    sub-3y historyventure overhang
  • APT6%Growth

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

  • NEAR6%Growth

    Near is the sharded L1 with the most coherent account-abstraction story in the majors. Chain Signatures target the largest UX bottleneck in crypto.

    Performs in UX and AI-narrative phases. Lags in flight-to-quality regimes where alt-L1s are sold indiscriminately.

    narrative dependence
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
1119 day window
Sharpe grade
0.36Thin
Measured over 1119 days against a bitcoin reference of 0.33.
Total return
+74.8%
Across the full window, simulated.
Max drawdown
−67.5%
Deepest peak to trough. 445 days to recover.
Annualised volatility
54.7%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
1.19
Correlation 0.83.
Effective holdings
6.26
Of 8 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
−13.6%
Excess over what beta to bitcoin alone explains.
R squared
0.69
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. OL1L8 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+74.8%0.36−0.62
1 year−41.3%−0.76+0.07
6 months−32.3%−1.05−0.37
3 months+18.4%2.24−1.17
1 month+3.0%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

    ETH is the largest position at 25%. Capped by methodology but still drives index direction.

  • Deep historical drawdownMedium

    Max drawdown reached −67% in the backtest window. Size accordingly.

  • Pre-live statusLow

    Watchlist 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
ETH loses half its valueLargest holding, 25.0% of the basket−12.5%Mechanical
The three largest holdings fall 30%ETH, SOL, BNB · 61.0% of the basket together−18.3%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 445 days to recover−67.5%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−25.7%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.83 correlation to bitcoin over its window, so its holdings tend to fall together rather than one at a time. Read the figures as a floor on the damage, never a ceiling.

Further reading

The research behind the construction

Worth a second look later

OL1L8 is under methodology review, so it carries no buy action today. The weights and the cadence are still being settled, and publishing an order panel over rules that are about to change would be the wrong kind of confidence. Everything above stays on the page while the work runs: the composition, the measured record and the risk flags all move with the research.