A transparent benchmark for deeper strategy research.

The Index combines selected constituent observations into an equal-weight headline series. It reports a dated Index level, return, maximum drawdown based on published observations, aggregate cohort intelligence and a methodology record. It does not publish operational exception counts. OSIQ 30 is not currently investable.

The series begins on 1 July 2026.

OSIQ 30 begins at a base level of 100.00. Daily reporting uses the last available portfolio observation on or before UTC day-end; an interim point remains labelled intraday with its exact timestamp until the day is complete. Data is available as HTML, CSV and JSON.

A higher level describes the cohort record, not an available portfolio return.

If OSIQ 30 moves from 100.00 to 105.00, the published aggregate series has increased 5% from inception under the stated equal-weight, flow-adjusted method. That observation does not mean an investor could have earned 5%. The benchmark is not currently investable, constituent access is not established and real implementation would introduce eligibility, liquidity, execution, custody and fee constraints.

Read the level together with the observation timestamp, status, drawdown basis, methodology version and limitations. An intraday point can change before the completed UTC daily observation.

Inclusion establishes eligibility, not approval.

Index inclusion does not constitute an O.P.E.N. Profile, human-reviewed Strategy Passport assessment, investment recommendation, institutional approval or conclusion that a strategy is accessible or investable. Deeper underwriting and Implementation Readiness remain separate.

Drawdown scope matters.

The reported maximum drawdown is peak-to-trough across published observations. A full intraday path is not currently measured and may show a larger decline.

Live data and methodology.

Primary OpenStrategy referencesOSIQ 30 public Index pageDownload history as CSVView the JSON recordPublic methodology and governance