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OSOL8 · Ecosystem

Solana Ecosystem 8

T2Under studyS −0.67
Reference net asset value
580.40usd

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

Family
Ecosystem
Risk profile
Growth
Holdings
8
Weighting
Liquidity adjusted
Rebalance
Not published
Sharpe grade
−0.67
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.

Solana Ecosystem 8 is a single-chain bet. Eight Solana-native tokens (SOL itself plus leading apps), liquidity-weighted. The index reflects the conviction that one ecosystem outperforms; if you have a Solana thesis, this is how you express it without picking single apps.

  • Pure-play Solana exposure, not just SOL
  • Captures app-layer upside that holding SOL alone misses

Written by the OLTA investment committee for this basket.

How it is meant to be used
Built forAllocators with a single-ecosystem conviction. Hedge against multi-chain index dilution.
Typical sizing5 to 10% of a crypto sleeve
Weighting ruleLiquidity adjusted
Risk tierGrowth
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
SOL · 32% of the basketSOL32%JUP · 18% of the basketJUP18%PYTH · 12% of the basketPYTH12%JTO · 10% of the basketJTO10%RENDER · 10% of the basketRENDER10%BONK · 7% of the basketBONK7%WIF · 7% of the basketWIF7%RAY · 4% of the basketRAY4%
Largest holding
SOL 32.0%
The single name that moves net asset value most.
Top three
62.0%
Share of the basket held by its three largest names.
Effective holdings
5.54
Equal weight equivalent of 8 named positions.
Published weights
largest first
Published weights for all 8 holdings, largest first.
HoldingShareWeight
01SOL32%
02JUP18%
03PYTH12%
04JTO10%
05RENDER10%
06BONK7%
07WIF7%
08RAY4%
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.

  • SOL32%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
  • JUP18%Growth

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

  • PYTH12%Growth

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

  • JTO10%Growth

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

  • RENDER10%Growth

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

Show the remaining 3 holdings
  • BONK7%Growth

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

  • WIF7%Growth

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

  • RAY4%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
669 day window
Sharpe grade
−0.67Negative
Measured over 669 days against a bitcoin reference of 0.33.
Total return
−71.6%
Across the full window, simulated.
Max drawdown
−84.0%
Deepest peak to trough. 431 days to recover.
Annualised volatility
74.0%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
1.53
Correlation 0.79.
Effective holdings
5.54
Of 8 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
−55.0%
Excess over what beta to bitcoin alone explains.
R squared
0.63
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. OSOL8 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−19%
1-month · 30d−35%

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−71.6%−0.67−0.86
1 year−60.9%−0.86−0.03
6 months−28.5%−0.79−0.11
3 months+22.5%2.46−0.94
1 month+8.0%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.

Concentrated chain risk. A Solana network outage drags every constituent simultaneously.

Structural flags
5 on this basket
  • Single-name concentrationMedium

    SOL carries 32% of the basket. A drawdown in this single name materially moves NAV.

  • Short price historyMedium

    JUP, PYTH have under a year of usable history. Backtest metrics carry wider error bars.

  • Elevated volatilityMedium

    Backtest annualised vol 74%. See the backtest panel above for the full risk numbers.

  • Deep historical drawdownHigh

    Max drawdown reached −84% 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
SOL loses half its valueLargest holding, 32.0% of the basket−16.0%Mechanical
The three largest holdings fall 30%SOL, JUP, PYTH · 62.0% of the basket together−18.6%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 431 days to recover−84.0%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−34.7%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.79 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

OSOL8 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.