OQUAL7 · DiversifiedT1LiveKYCS 1.18
Quality Income 7
Quality factor applied across asset classes. Microsoft, Broadcom and Eli Lilly are US blue-chips with durable cash flows. BTC and ETH for the crypto exposure. Gold for the macro hedge. SPY for the safety net. Backtested Sharpe 1.18 over 729 days, total return +49.5%, max drawdown -22.9%, correlation to BTC -0.08. The MSCI Quality analog for the on-chain era.
Launch NAV
200.00USD
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
QualityCrossAsset
Constituents
7
Backtest summary
729d window
Sharpe
Strong1.18
Max drawdown
−22.9%
Annualised vol
—
Beta vs BTC
-0.04
Total return
+49.5%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−5%
1-month−9%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+222.6%1.36+1.011 year+20.0%1.15+1.986 months−4.0%-0.44+0.243 months+8.1%2.09-1.63
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 | 20% |
| BTC | 15% |
| SPYon | 15% |
| MSFTon | 14% |
| ETH | 12% |
| AVGOon | 12% |
| LLYon | 12% |
Further reading
Trade OQUAL7
Live NAV, order book and depth available on the trade view.