Methodology
Public previewMainnet · H1 2027How a basket becomes one number.
Every OLTA index is built by rule. A universe is screened, weighted, priced through a fixed divisor, capped and rebalanced on a disciplined cadence set per mandate. The construction is written down, and the result is a single index level.
Eligibility and screening
First, decide what is even eligible.
Construction starts with the universe. Each index draws from a defined family and only admits assets that clear liquidity, listing, and mandate screens, checked on an ongoing basis.
Liquidity and listing floors
Constituents must clear depth and tradeability thresholds and list on major, liquid venues. Thin or hard-to-trade assets never enter a basket.
Family and mandate fit
Each index draws from a defined universe: core majors, a sector, a strategy, an ecosystem, or a real-world-asset rail. The mandate sets which assets are even eligible.
Continuous monitoring
Eligibility is checked on an ongoing basis. An asset that drifts below its screens is flagged for review and addressed at the next scheduled rebalance.
The catalogue spans core majors, sectors, strategies, ecosystems, and real-world-asset rails. Counts shown are preview figures and grow toward mainnet.
Weighting schemes
How each basket is sized.
One formula prices every index. The weighting scheme is set by each index mandate. Explore how each scheme re-sizes the same ten OCI10 assets.
Same ten assets, re-weighted by each rule. The market-cap-capped basket is the OCI10 baseline; the others illustrate how a scheme reshapes the same universe.
Market cap capped
OCI10 baselineThe OCI10 baseline. Cap-weighted, then a 20% ceiling per constituent enforces diversification on top-heavy majors.
- BTC0.0%
- ETH0.0%
- SOL0.0%
- BNB0.0%
- XRP0.0%
- ADA0.0%
- AVAX0.0%
- LINK0.0%
- TON0.0%
- SUI0.0%
The divisor method
Then price the basket into one level.
OLTA prices every index by the divisor method: a weighted basket over a fixed divisor. It keeps the level continuous and free of distortion from the index reshaping itself.
- BTC20.0%
- ETH18.0%
- SOL13.0%
- BNB11.0%
- XRP9.5%
- ADA7.5%
- AVAX6.0%
- LINK5.5%
- TON5.0%
- SUI4.5%
The divisor is solved once at launch so the index opens at its base level, then held fixed between rebalancings. Every move in the level then comes from the market, not from the index reshaping itself.
Discipline over time
Then cap it, and keep it on cadence.
Concentration caps hold any one position in check, and a disciplined rebalance recomputes the basket so it keeps tracking its rule. Compositions are tuned to optimize risk and return, then backtested.
Concentration caps
A per-constituent ceiling enforces diversification on top-heavy baskets. OCI10 caps its largest position at 20% under MarketCapCapped20, a fixed, rules-based methodology. Spill from a capped name is redistributed across the rest.
Adapted rebalancing
Each index is recomputed to its target weights on a disciplined, rules-based cadence set by its mandate, and the divisor is recalculated so the level stays continuous across the event. The reshaping stays smooth for anyone holding the index.
Rebalance events on a disciplined cadence set per mandate
OCI10 is the pedagogical core anchor; its weights and the 20% cap (MarketCapCapped20) are fixed, rules-based and written down. Backtests are simulated on two years of historical daily prices and do not guarantee future results.
Read the full docs
The rules, written down.
Construction approach, formulas and worked examples. The whitepaper covers how OLTA builds and prices its indices.