Model Portfolio · Rule-Based · Persistent

ALEX FUND

Persistent rule-based portfolio built from Alex Finance signals.

Buy mispriced survivors. Exit when the thesis breaks.

Total Return
—
S&P 500
—
Alpha
—
Since
—
Active Positions
—
Rebalances
—
NAV vs S&P 500 — Indexed to 100 at Inception
Alex Fund
S&P 500
Loading chart…
Performance Overview
Loading performance data…
What Alex Fund Is

ALEX FUND is a simulated rule-based portfolio generated by the Alex Finance engine. It selects high-conviction mispriced survivors from the Asymmetry Scanner, applies region and risk caps, and updates after every scan.

It is not a signal list. It is a persistent, auto-managed portfolio with entry and exit rules, benchmark comparison, risk controls, and a transparent decision log. Every position has a thesis. Every exit has a reason.

Educational and analytical model portfolio. Not investment advice.
Open Portfolio Simulator View Methodology Run Backtest
How It Works
01 · SCAN
Universe
807 assets scanned daily across AXI, EMS, CBS and regime fit.
02 · SELECT
Rank
Alex ranks candidates by structural asymmetry, mean reversion, and business quality.
03 · ALLOCATE
Size
Equal-weighted or Alex-weighted with region and concentration controls. Max 15 positions.
04 · EXIT
Discipline
Closed when score deteriorates, region caps breach, profit target is reached, or a stronger candidate replaces the position.
Current Portfolio
Loading positions…
Portfolio Composition
Loading…
Decision Log
Loading…
Risk Framework
Region Caps
US 70% · Europe 50% · Asia 35% · China 20% · Crypto 27%
Score Floor
Close when ALEX Score < 0.55 (absolute deterioration)
Deterioration Rule
Close if score falls >20% below entry score
Drawdown Exit
−25% price drawdown from entry triggers mandatory close
Profit Take
+50% return from entry — position closed, thesis captured
Hedge Sleeve
5% GLD constant · escalates to 10% GLD + 8% SH in RISK_OFF
Regime Sensitivity
Combined score = Score×75% + Seasonal×25% required ≥ 0.68
Benchmark
S&P 500 (SPY) since inception — alpha tracked continuously
Alex Fund is designed to survive regime changes, not simply chase high scores.
Methodology
AXI — Asymmetry Index
Measures structural upside potential relative to downside risk. Primary driver of position selection (40% of ALEX Score).
EMS — Mean Reversion Score
Quantifies dislocation from fair value. High EMS signals structural over-punishment — the core thesis of Alex Fund (20% weight).
CBS — Business Strength Score
Quality filter. Screens out value traps and broken business models. Prevents high-asymmetry traps (30% weight).
Seasonality Overlay
10Y monthly win-rate history. Reduces entry probability in seasonal headwind months. Combined score must exceed 0.68.
Macro Regime Overlay
5 regime states tracked with 8 FRED indicators. Regime fit modulates hedge allocation and position size aggressiveness.
ALEX = 0.40 × AXI + 0.10 × APS + 0.30 × CBS + 0.20 × EMS