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.

For avoidance of doubt,users must comply with all applicable local, national, and international laws and regulations governing the use of digital assets, blockchain technology and related services, including SSI Tokens.

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.