OQ9 · StrategyT1Under studyS -0.14
Quality 9
Nine names selected on quality factors: market depth, settlement resilience, developer activity and infrastructure maturity. The closest crypto analog to an MSCI Quality equity index. Skews mega-cap (BTC, ETH, SOL, BNB) with a tilt toward established DeFi (AAVE, LINK, UNI).
Launch NAV
2,280.60USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Strategy
Risk profile
Moderate
Weighting
QualityComposite
Constituents
9
Backtest summary
656d window
Sharpe
-0.14
Max drawdown
−61.9%
Annualised vol
+52.8%
Beta vs BTC
1.23
Total return
−12.7%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−13%
1-month−27%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)−12.7%-0.14-0.501 year−34.4%-0.68+0.156 months−27.4%-1.00-0.313 months+16.8%2.11-1.301 month+6.6%3.25+3.46
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
9 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 18% |
| ETH | 16% |
| SOL | 13% |
| BNB | 11% |
| LINK | 10% |
| AAVE | 9% |
| UNI | 8% |
| TON | 8% |
| ONDO | 7% |
Further reading
Strategy under review
We are refining the weighting and rebalance cadence on this index. Trade access opens once the methodology stabilises. In the meantime, our methodology paper covers the current state of the construction. OQ9 stays on the catalogue with a live NAV reading.