Vol. I · Adaptive On-Chain IndexSoSoValue × ValueChain

Bellwether

the index that reads the narrative — and rebalances before the herd.

RegimeRisk-On+57.96%
data · liveexec · paper

Market regime · live read

Risk-On

Composite
+57.96%
Confidence
79%
Volatility
Calm

Capital is flowing in and the tape is calm — leaning into the leading narrative.

ETF Flowsw 40%

ETF flows +$343m/day (5d avg), z=+0.1 → inflow

News Sentimentw 30%

News sentiment +0.46 (bullish) across 100 items

Realized Volw 30%

Realized vol 38% annualized → calm

02

Index Composition

10 positions
BTC
Bitcoinmajors
30.7%
ETH
Ethereummajors
20.4%
SOL
Solanalayer1
12.2%
BNB
BNBlayer1
8.5%
FET
Artificial Superintelligence Allianceai
8.5%
AVAX
Avalanchelayer1
6.1%
XRP
XRPpayments
4.1%
LINK
Chainlinkdefi
3.8%
UNI
Uniswapdefi
3.1%
DOGE
Dogecoinmeme
2.6%
  • —Risk-On: cash 0%, tilt 54% toward ai
  • —Top holdings: BTC 31%, ETH 20%, SOL 12%
03

Narrative Rotation

lead · ai
  1. 01ailead
    +20.3%
  2. 02layer1
    +12.1%
  3. 03majors
    +7.8%
  4. 04payments
    +7.6%
  5. 05defi
    -1.6%
  6. 06meme
    -2.4%

Momentum blends each sector's SSI 7-day and 30-day return. The index tilts toward the leader when risk-on, and to majors when risk-off.

06

Rebalance Desk

book $10,000
Book value
$10,000
Cash
$10.0K
PnL
+0.00%
  • buyBTC0.0% → 30.7%$3.1K
  • buyETH0.0% → 20.4%$2.0K
  • buySOL0.0% → 12.2%$1.2K
  • buyBNB0.0% → 8.5%$854
  • buyFET0.0% → 8.5%$851
  • buyAVAX0.0% → 6.1%$610
  • buyXRP0.0% → 4.1%$412
  • buyLINK0.0% → 3.8%$375
  • buyUNI0.0% → 3.1%$313
  • buyDOGE0.0% → 2.6%$256
10 trades, $10,000 turnover (100% of book)
04

Adaptive vs. Benchmark

9 rebalances · 90d
Bellwether (adaptive)
Static base index
Total return+13.1% / +14.8%
Max drawdown-6.5% / -6.8%
Sharpe3.58 / 3.82
Volatility22% / 23%
05

Narrative Tape

14 headlines

  • Weekly recap: where Artificial Superintelligence Alliance and the ai space stand

    FET8h

  • Weekly recap: where BNB and the layer1 space stand

    BNB19h

  • Artificial Superintelligence Alliance breaks out to a new local high on strong demand

    FET1d

  • Outflows accelerate from Bitcoin products

    BTC1d

  • Analysts turn bullish on Avalanche as the layer1 narrative heats up

    AVAX1d

  • Solana rallies; layer1 sector leads the market higher

    SOL2d

  • Chainlink trades sideways ahead of CPI

    LINK2d

  • Artificial Superintelligence Alliance ETF inflows hit a record as institutions pile in

    FET2d

  • Artificial Superintelligence Alliance breaks out to a new local high on strong demand

    FET2d

  • payments sector consolidates as XRP holds flat

    XRP3d

  • Analysts turn bullish on Artificial Superintelligence Alliance as the ai narrative heats up

    FET3d

  • Bitcoin trades sideways ahead of CPI

    BTC3d

  • majors sector consolidates as Ethereum holds flat

    ETH3d

  • majors sector consolidates as Bitcoin holds flat

    BTC3d
07

ETF Net Flows

inflow · BTC + ETH, daily
08

Signed Execution · SoDEX

EIP-712 · ValueChain testnet

The rebalance is executed as EIP-712-signed orderson SoDEX. This generates the real signed order for the current rebalance and round-trips it against the live ValueChain testnet — it clears the matching engine's field, account and signature-recovery checks and executes a real, capped fill on the live testnet (the full rebalance runs in paper mode above).

EIP-712 scheme (domain · ExchangeAction struct · keccak256 payloadHash · 0x01 prefix · v→0/1) matches SoDEX's official Go SDK.