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OSEM7 · Equities

Semiconductors 7

T2LiveKYCS 2.30Cycle-tested
Reference net asset value
455.00usd

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

Family
Equities
Risk profile
Growth
Holdings
7
Weighting
MarketCapCapped25
Rebalance
Monthly
Sharpe grade
2.30
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.

The full semiconductor stack from one basket. NVIDIA designs the GPUs, Broadcom and AMD build custom silicon, TSMC fabricates almost everything, ASML supplies the lithography machines that make fabrication possible, Arm licenses the underlying architecture, Qualcomm anchors edge compute. The thesis: AI inference and training capex remains a multi-year cycle, and every chip dollar passes through at least one of these companies.

  • Equities family · Growth 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 forAllocators who can tolerate 40 to 60% drawdowns for a longer payoff window.
Typical sizing5 to 15% of a crypto sleeve
Weighting ruleMarketCapCapped25
Risk tierGrowth
Composition

7 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
7 holdings
NVDAon · 25% of the basketNVDAon25%AVGOon · 20% of the basketAVGOon20%TSMon · 18% of the basketTSMon18%AMDon · 12% of the basketAMDon12%ASMLon · 10% of the basketASMLon10%ARMon · 8% of the basketARMon8%QCOMon · 7% of the basketQCOMon7%
Largest holding
NVDAon 25.0%
The single name that moves net asset value most.
Top three
63.0%
Share of the basket held by its three largest names.
Effective holdings
5.86
Equal weight equivalent of 7 named positions.
Published weights
largest first
Published weights for all 7 holdings, largest first.
HoldingShareWeight
01NVDAon25%
02AVGOon20%
03TSMon18%
04AMDon12%
05ASMLon10%
06ARMon8%
07QCOMon7%
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.

  • NVDAon25%Core anchor

    NVIDIA is the single largest contributor to risk-adjusted returns in the equity universe over the 2-year backtest window. Designs the GPUs that train every frontier model.

    Performs in AI-capex-up regimes. Sensitive to hyperscaler demand-softening signals and to China-export-control news.

    valuation extensionChina export-control exposure
  • AVGOon20%Core anchor

    Broadcom is the second-largest US chip franchise by market cap and the dominant custom-ASIC vendor for hyperscaler workloads.

    Performs in AI-capex cycles and hyperscaler ASIC ramps. Sensitive to VMware-integration noise and enterprise-software cycle softness.

    VMware integration risk
  • TSMon18%Core anchor

    TSMC fabricates virtually every leading-edge chip in the world, including NVIDIA's H100/B100 and Apple's M-class silicon.

    Performs in AI-capex cycles. Sensitive to Taiwan-strait geopolitical news and advanced-node capacity bottlenecks.

    geopolitical concentration
  • AMDon12%Growth

    AMD is the closest credible alternative to NVIDIA in AI accelerators (MI300/MI400 series) and the only credible x86 server CPU challenger to Intel.

    Performs when NVIDIA share-loss narratives gain traction. Sensitive to AI-customer-concentration and CPU-cycle dynamics.

    AI customer concentration
  • ASMLon10%Infrastructure

    ASML is the global monopolist in EUV lithography. Every leading-edge chip in the world is made by a machine ASML built.

    Performs in capex-cycle ups and memory-NAND demand resumptions. Sensitive to China export-control headlines.

    China export-control exposure
Show the remaining 2 holdings
  • ARMon8%Infrastructure

    Arm licenses the CPU and GPU architecture used in 99% of smartphones and most edge-AI silicon. Royalty model with high incremental margin.

    Performs in mobile-cycle ups and AI-edge-device launches. Sensitive to smartphone-cycle softness.

    smartphone-cycle exposure
  • QCOMon7%Infrastructure

    Qualcomm designs the SoCs and modems that power most non-Apple smartphones and a growing share of automotive infotainment.

    Performs in smartphone-cycle ups and on-device AI narrative phases. Sensitive to Apple-modem-insourcing news.

    Apple modem-insourcing risk
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
980 day window
Sharpe grade
2.30Exceptional
Measured over 980 days against a bitcoin reference of 0.33.
Total return
+347.4%
Across the full window, simulated.
Max drawdown
−35.2%
Deepest peak to trough. 76 days to recover.
Annualised volatility
32.5%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.23
Correlation 0.27.
Effective holdings
5.86
Of 7 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+32.3%
Excess over what beta to bitcoin alone explains.
R squared
0.07
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. OSEM7 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−8%
1-month · 30d−13%

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+347.4%2.30+1.06
1 year+112.7%4.20+5.03
6 months+42.6%3.72+4.39
3 months+33.5%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.

Higher beta than the broad market. Drawdowns of 40 to 60% during risk-off regimes are within historical range. Size accordingly.

Structural flags
3 on this basket
  • Top-name weightLow

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

  • Short price historyHigh

    NVDAon, AVGOon, TSMon and 4 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
NVDAon loses half its valueLargest holding, 25.0% of the basket−12.5%Mechanical
The three largest holdings fall 30%NVDAon, AVGOon, TSMon · 63.0% of the basket together−18.9%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 76 days to recover−35.2%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−12.9%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.27 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.