5.2 SoSoValue Index Overview

5.2.1 Overview

The SoSoValue Indexes(SSI) Protocol(the "SSI Protocol") is an innovative spot crypto index protocol designed to help investors confidently and efficiently capture crypto market growth. Built on purely on-chain architecture and support by trusted third-party custody partners, SSI Tokens provide a secure, transparent, and low-cost passive crypto investment solution, eliminating the complexities of defi landscape and individual token selection.

Launching in December 2024, four SSI Tokens will be available: MAG7.ssi, MEME.ssi, DEFI.ssi, and USSI(hedged). Each SSI token represents a carefully curated basket of spot crypto assets, constructed using transparent rules and rigorous methodology to track major crypto sectors. SSI Tokens offer a seamless approach to achieving diversified exposure in the evolving crypto market.

5.2.2 MAG7.ssi

Product Elements

Product Elements
Description

Product Name

MAG7.ssi

Custodian

Cobo/Ceffu

Number of Constituents

7

Constituent Weighting

Minimum 10% per token; remaining allocation weighted by circulating market cap

Rebalance Frequency

Monthly

Product Highlights

  • Carefully selected top 7 projects by market cap, with strong social consensus and ample liquidity.

  • 10% equal-weight allocation ensures exposure to second-tier leaders beyond BTC and ETH, while positioning for future $100B+ projects.

  • Monthly rebalance with buffer settings ensures timely inclusion of new leaders while minimizing trading friction.

5.2.3 MEME.ssi

Product Elements

Product Elements
Description

Product Name

MEME.ssi

Custodian

Cobo/Ceffu

Number of Constituents

10

Constituent Weighting

Weighted by circulating market cap

Rebalance Frequency

Monthly

Product Highlights

  • Focused on top Meme tokens, offering one-stop exposure while reducing risks of missing out or sharp drawdowns.

  • Constituents range from ~$60B to >$800M in circulating market cap, ensuring liquidity and strategy capacity.

  • Provides relatively stable returns in a volatile sector.

5.2.4 DEFI.ssi

Product Elements

Product Elements
Description

Product Name

DEFI.ssi

Custodian

Cobo/Ceffu

Number of Constituents

10

Constituent Weighting

Weighted by circulating market cap

Rebalance Frequency

Monthly

Product Highlights

  • Includes established DeFi assets with potential for breakthroughs under favorable regulation.

  • Despite recent underperformance, it offers opportunities for both short-term rebounds and long-term growth.

  • Market-cap-weighted allocation provides broad exposure while mitigating liquidity risks.

5.2.5 USSI

Product Elements

Product Elements
Description

Hedge Strategy

Systematic delta-hedging; maintains delta-neutral exposure; optimizes returns via funding fees

Asset Allocation

Top 7 cryptocurrencies by market cap; dynamically adjusted for liquidity and return enhancement

Risk Control

Token-level: only large-cap assets

Account-level: real-time liquidity

System-level: isolation of strategy and risk control modules

Product Highlights

  • Delta-neutral strategy with minimal drawdown.

  • Funding rates provide steady and sustainable returns.

  • In bull markets, funding rates can exceed 100% annualized, delivering low-risk excess returns.

Last updated