Custom Strategy Index

Tailored exposure for advanced investors

Custom Strategy Indices enable the creation of bespoke index products aligned with specific institutional mandates. These strategies can reflect thematic convictions, risk preferences, or portfolio construction principles that go beyond OLTA's standard offerings.

This framework is designed for asset allocators seeking curated exposure to areas such as:

• Real-World Assets (RWA)

• Decentralized AI ecosystems

• Ethereum Layer 2 infrastructure

• Sustainability or ESG-aligned tokens

• Yield optimization strategies

• Capital preservation or asymmetric upside profiles

Customization Parameters

Each custom index can be structured around flexible components:

• Asset selection based on custom eligibility rules

• Weighting logic driven by volatility, risk score, or macro signal

• Rebalancing cadence, thresholds, and hard caps

• Optional integration of $OLTA as a performance-linked sleeve

Governance & Access

Custom indices may be:

• Proposed by institutional stakeholders via governance

• Sponsored by DAOs, treasuries, or asset managers

• Offered as private strategies (whitelisted access only)

These indices are powered by the same automated infrastructure as OLTA’s flagship products, ensuring transparency, execution efficiency, and pricing integrity.

Example – Risk-Adjusted Performance Index An allocator may construct a custom index prioritizing assets with historically favorable Sharpe ratios, low drawdown profiles, and robust liquidity. Weighting is optimized using volatility targeting, and rebalancing is done quarterly. This structure offers exposure to crypto with improved risk-adjusted return potential.

Example – Yield Strategy Index A DeFi-native treasury may sponsor an index composed of yield-generating tokens and protocols, such as liquid staking assets or revenue-sharing tokens. Assets are screened for sustainable APRs, platform reliability, and tokenomics integrity. The index may include automated harvesting and compounding mechanisms, with monthly rebalancing.

Example – Multi-Factor Index Strategy A sophisticated investor may design a multi-factor index combining market capitalization, liquidity depth, volatility, and fundamental signals such as protocol revenue or user activity.

This index leverages a composite scoring model, dynamically adjusting weights based on evolving market conditions and on-chain analytics. Rebalancing may occur on a rolling or event-driven basis, ensuring adaptive exposure aligned with both quantitative rigor and strategic outlook.