The Algorithmic Edge,
Now in Equities
An all-weather systematic equity portfolio designed to deliver strong returns with lower drawdowns, accessible to institutional and individual investors through your existing broker.
1. Performance
Cumulative equity growth vs. SPY (S&P 500) and a classic 60/40 portfolio.
Net of fees. Updated: 2026-04-01
Drawdowns
Summary Statistics
2. Calendar Returns
Annual returns are broken down by year and series. The monthly heatmap provides a visual overview of the distribution of positive and negative months throughout the full history.
Annual Returns
| Year | Robuxio EQ | S&P 500 | 60/40 |
|---|---|---|---|
| 2026YTD | +6.5% | -3.7% | -2.3% |
| 2025 | +26.1% | +17.7% | +13.9% |
| 2024 | +38.1% | +24.9% | +15.1% |
| 2023 | +18.6% | +26.2% | +17.8% |
| 2022 | +22.3% | -18.2% | -15.6% |
| 2021 | +25.1% | +28.7% | +15.8% |
Monthly Return Heatmap — Robuxio Equities (NAV)
3. Investment Rationale
Why Robuxio Equities was built, and why the structural market inefficiencies it targets are durable.
The Long-Only Problem
Market-Neutral Underperformance
Calibrated Beta + Alpha
Capital Efficiency
Capital Efficiency — Three Return Streams, One Allocation
Traditional Approach
- Passive equity index — captures equity risk premium
- Market-neutral / alpha fund — diversified returns
- Tail-hedge overlay — drawdown protection
Three allocations. Three fee layers. Three capital commitments.
Robuxio Equities
- Structural long equity bias provides the beta
- Short-term alpha strategies run alongside it
- Crisis hedging activates within the same risk budget
One capital base. One fee layer. One allocation decision.
4. Portfolio Construction
Six independently operated systematic strategies assembled under a common risk framework. Each sleeve targets a distinct return driver.
Cumulative PnL by Sleeve
Balanced Sleeve Allocation
Sleeve weights are calibrated so that each component contributes meaningfully across all market regimes. No single strategy is allowed to dominate, as the allocation reflects long-term robustness rather than recent results.
5. Strategy Development & Validation
Every strategy must pass the same three-stage selection process before entering the portfolio, with live performance used to validate backtested results.
Logic-First Design
Out-of-Sample Testing
Live Track Record
6. Market Regime Analysis
Portfolio behaviour across distinct market regimes, including crashes, rallies, and prolonged bear markets.
The portfolio is designed for uncertain environments, where broad diversification across strategies, instruments, and return drivers is intended to provide resilience. Rather than relying on a single market regime, it is built to adapt to changing conditions and maintain a more balanced return profile when volatility rises, market leadership narrows, or directional conviction is limited.
Crisis hedging activated as markets collapsed. Mean reversion and short-term strategies thrived in extreme volatility. Portfolio recovered rapidly.
Mean reversion and short-term tactical strategies are designed to generate returns in directionless markets, where long-only ETF exposure does not.
Momentum and tactical allocation lead. Crisis hedging stays dormant. The portfolio participates meaningfully in the rally while preserving downside optionality.
Crisis hedging activates. Long volatility, short vulnerable sectors. Mean reversion enters its most productive period as markets overshoot.
Capital preservation mode. Active hedging, reduced long exposure, continued short-term alpha. Drawdowns kept to a fraction of the broader market's decline.
The multi-horizon structure adapts progressively. Short-term strategies within days, tactical within weeks, trend within months.
7. Risk Management
Risk control is embedded at every level of portfolio construction — not applied as a post-hoc filter.
Structural Risk Controls
- Maximum per-position size limits across all sleeves
- Sleeve drawdown circuit breakers to limit loss
- Dynamic portfolio-level beta cap
- Crisis Hedging sleeve operates continuously
- Daily P&L monitoring with automated alerts
Realistic Expectations
- Does not guarantee outperformance every year
- SPY may outperform in strong directional bull markets
- Value proposition is the full cycle: 3+ years
- Regime shifts may cause temporary underperformance
8. ETI — The Investment Vehicle
The portfolio is available in a regulated, exchange-traded format listed on the Stuttgart Stock Exchange (EUWAX), providing ETF-like access to the strategy through a listed security issued under an FMA-approved base prospectus.
9. How to Invest
Investing in the Robuxio Equities ETI is as simple as buying a stock or ETF through your existing brokerage account.
Open a brokerage account
Use any broker that provides access to the Stuttgart Stock Exchange (EUWAX). Interactive Brokers, Swissquote, or any bank or broker with exchange connectivity.
Search by ISIN
Look up the ETI using its ISIN — the same way you would find any stock or ETF in your broker's platform.
Place a buy order
Submit a buy order during trading hours (09:00–17:30 CET). Limit or market orders are both supported.
Settlement & custody
Your position settles like any listed security and appears in your existing depot. No separate onboarding with iMaps or Robuxio required.
Exit anytime
Simply sell on the exchange. Daily liquidity is provided by the EUWAX market maker. Fully transferable between custodians.
Supported Brokers
- Interactive Brokers — global access, low commissions
- Swissquote — Swiss-regulated, multi-currency
- UBS, Deutsche Bank — full-service private banking
- Any bank or broker with Stuttgart connectivity
Key Details
- Minimum: 1 unit (~€1,000)
- Eligibility: Globally accessible — qualified and retail investors (jurisdiction dependent)
- Trading hours: 09:00–17:30 CET
- NAV: Published daily
- OTC: Available for larger allocations
- KID: Available for full risk disclosure
Ready to get your systematic equities edge?
For informational purposes only. This is not investment advice or an offer to invest. Past performance is not indicative of future results. All investments involve risk, including possible loss of capital. Full product documentation and risk disclosures will be provided prior to launch.