Rebalancing Schedule

This section outlines how and when OLTA indices are recalibrated to maintain alignment with their target methodology.

Standard Rebalancing Frequency

All OLTA indices are rebalanced on a quarterly basis, unless otherwise stated in the index’s prospectus.

  • Default timing: First Monday of January, April, July, and October

  • Scope: Applies uniformly to both Core and Sector-specific indices

  • Execution Window: Rebalancing operations are executed over a minimum of 48 hours and may be extended depending on prevailing market conditions (e.g., volatility spikes or thin liquidity), ensuring trades are executed with minimal impact.

  • Pricing Method: Time-Weighted Average Price (TWAP) or Volume-Weighted Average Price (WAP) models are used during execution to mitigate slippage and manipulation risk.

Exceptional Rebalancing Triggers

In addition to the scheduled quarterly updates, rebalancing may be triggered under the following circumstances:

  • Allocation Breach: A constituent exceeds its maximum weight cap by over 35% for five consecutive days

  • Eligibility Violation: A token becomes ineligible due to a liquidity collapse, delisting, or governance incident

  • Governance Vote: The OLTA community or DAO mandates an unscheduled rebalancing through governance procedures

Each such event will be announced in advance and documented transparently in the index’s revision history.

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