Indexdiscipline,broughtonchain.
Six principles guide every OLTA index, from constituent eligibility to rebalancing cadence. Modelled on the rigor used inside regulated index funds, made native to the chain.
Pure NAV pricing
P_index(t) = Σ (token_quantity_i × price_i(t)). No secondary market. Mint and redeem against live Net Asset Value sourced from DIA Data and major venues. Tracking error eliminated by structure, not by activity.
Capped weights, transparent baskets
Each index publishes its full constituent list with target and current weights. Concentration caps are applied at constituent level (typically 25% per asset for Core, lower for Strategy indices) to enforce diversification.
Disciplined, committee-approved
Rebalancing follows each fund prospectus, mostly on a quarterly cadence. Every change is reviewed by the OLTA investment committee before execution. The same discipline used by traditional asset managers.
Constituent screening
Liquidity floors, market cap thresholds, listing requirements (Binance Spot, Coinbase, and other major venues). Continuous monitoring of eligibility. Assets failing screens are flagged for committee review at next rebalance.
Investment committee
All methodology changes, rebalancing decisions, and constituent updates require committee approval. Composed of internal product, risk, and compliance leadership. Mandates documented per index.
Published prospectuses
Every index ships with a prospectus and factsheet (coming soon). Methodology, weights, rebalance dates, fees, and historical performance, fully disclosed. The institutional standard for index funds.
The complete methodology framework.
Detailed rules, formulas, examples, and per-index specifications. The complete reference for OLTA's onchain index protocol.