# Algorithmic Equity Trading — Multi-Sleeve Portfolio Source: https://robuxio.com/equities Markdown: https://robuxio.com/equities.md A multi-sleeve systematic equity portfolio combining momentum, mean reversion and tactical allocation. Regime-aware risk control instead of passive index beta. --- [Replay Watch the Equities Launch Call Watch now](https://robuxio.com/equities/launch-call) [![Robuxio - Algorithmic Crypto Trading Solutions](https://robuxio.com/images/logos/logo.svg)](https://robuxio.com/) [Home](https://robuxio.com/)[Crypto](https://robuxio.com/crypto)[Equities](https://robuxio.com/equities)[Whitelabel](https://robuxio.com/whitelabel)[Resources](https://robuxio.com/resources) [Book a Call](https://robuxio.com/call) Systematic Equity Portfolio # The All-Weather Equities Solution An all-weather systematic equity portfolio designed to deliver strong returns with lower drawdowns, accessible to institutional and individual investors through your existing broker. [Learn More](https://robuxio.com/equities/launch-call) Request Factsheet ## 1. Performance Cumulative equity growth vs. SPY (S&P 500) and a classic 60/40 portfolio. 23.3% CAGR (NAV) 1.88 Sharpe Ratio -7.1% Max Drawdown 11.5% Ann. Volatility 68.8% % Positive Months Net of fees. Updated: 2026-07-31 USD EUR All 5Y 3Y 1Y ### Drawdowns ### Summary Statistics Strategy CAGR Sharpe Sortino Max DD Vol Calmar Best Month Worst Month Robuxio EQ (NAV) 23.3% 1.88 3.23 -7.1% 11.5% 3.27 +8.6% -3.1% S&P 500 (SPY) 12.6% 0.78 1.13 -24.5% 17.1% 0.52 +10.5% -9.2% 60/40 Portfolio 7.6% 0.72 1.04 -20.5% 11.1% 0.37 +7.3% -7.2% ## 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 · USD 5Y All Year Robuxio EQ S&P 500 60/40 2026 YTD +5.4% +10.1% +5.8% 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) · USD 5Y All Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2026 +2.4% +4.8% -0.5% +2.2% +1.2% -2.1% -2.6% — — — — — 2025 +3.7% -0.4% +1.3% +8.1% +2.8% +1.4% +4.1% +1.0% +1.8% +0.1% -0.1% -0.1% 2024 +3.4% +5.5% +2.0% -2.6% +3.8% +1.7% +4.2% +8.0% -0.5% -0.3% +7.6% +0.5% 2023 +2.5% -1.2% +3.7% -0.8% +2.5% +2.6% +3.5% +0.2% -1.7% -1.2% +6.5% +1.1% 2022 +0.9% +5.5% +4.8% +1.1% +8.6% -0.9% +1.2% -0.8% -2.5% +6.7% -1.9% -1.7% 2021 +1.8% +2.2% +3.0% +3.8% +2.4% -0.4% +2.7% +2.2% -3.1% +6.9% +0.5% +0.8% [Reports Read the full performance reports Quarterly and monthly reports with NAV returns, drawdowns, volatility, and rolling correlation vs the S&P 500. View all reports View](https://robuxio.com/equities/reports) ## 3. Investment Rationale Why Robuxio Equities was built, and why the structural market inefficiencies it targets are durable. ### The Long-Only Problem Traditional long-only equity portfolios are fully exposed to market beta. In bear markets, diversification across sectors or factors provides little protection, as assets tend to become highly correlated in panics. This leads to large, prolonged drawdowns that destroy compounding. ### Market-Neutral Underperformance Pure market-neutral strategies avoid beta entirely but sacrifice meaningful equity participation in bull markets. This often produces risk-adjusted returns below long-term equity benchmarks. ### Calibrated Beta + Alpha Six sleeves operate on orthogonal return drivers: mean reversion, momentum, trend following, tactical allocation, and crisis hedging. Systematic beta calibration captures equity upside while limiting drawdowns. ### Capital Efficiency Substantially higher return-per-unit-of-drawdown (Calmar) and return-per-unit-of-volatility (Sharpe) than passive equity. More upside for each unit of risk. #### 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. vs vs ##### 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. Sleeve Alpha Source Holding Role in Portfolio Details Equity Mean Reversion Short-term price reversals in liquid equities 1–5 days Core return engine, uncorrelated with trend Signals: 5 signal families · ~30 strategies · 1–5 days Holding Time: 1–5 days Universe: US index ETFs, bond ETFs, sector ETFs, S&P 500 stocks Buys short-term oversold conditions across equities and bonds, with longer-term trend filters designed to avoid adverse trend exposure. Markets regularly overshoot during sentiment-driven or forced-selling episodes, this sleeve systematically identifies those dislocations and seeks to capture the subsequent mean reversion. Equity Momentum Intermediate cross-sectional momentum 1–3 months Participates in sustained equity rallies Tactical Allocation Dynamic sector and factor rotation 1–4 weeks Adapts beta exposure to regime signals Real Assets Trend Trend following in commodities and inflation assets 1–3 months Inflation and commodity diversification Short-Term Tactical Fast intraday and overnight signals Hours to 1 day Diversifies away from multi-day risk, boosts Sharpe Crisis Hedging Tail risk and convex payoff structures Dynamic Left-tail protection, activates in stress periods ### Cumulative PnL by Sleeve All 5Y 3Y 1Y #### 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 Every strategy begins with a clear hypothesis, a reason why the pattern exists and why it should persist. No data mining without an underlying rationale. ### Out-of-Sample Testing Performance confirmed on unseen holdout periods. Walk-forward analysis across rolling windows. Strategies that fail out-of-sample are discarded. ### Live Track Record The majority of signal families have been traded live for at least a year. Live experience informs execution quality, liquidity behavior, and real-world dynamics. ## 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. COVID-19 Stress & Recovery Q4 2018 Selloff 2022 Bear Market 2020–2021 Bull Market Crisis hedging activated as markets collapsed. Mean reversion and short-term strategies thrived in extreme volatility. Portfolio recovered rapidly. Choppy / Range-Bound Mean reversion and short-term tactical strategies are designed to generate returns in directionless markets, where long-only ETF exposure does not. Strong Uptrend Momentum and tactical allocation lead. Crisis hedging stays dormant. The portfolio participates meaningfully in the rally while preserving downside optionality. Corrections & Drawdowns Crisis hedging activates. Long volatility, short vulnerable sectors. Mean reversion enters its most productive period as markets overshoot. Prolonged Bear Capital preservation mode. Active hedging, reduced long exposure, continued short-term alpha. Drawdowns kept to a fraction of the broader market's decline. Regime Transitions The multi-horizon structure adapts progressively. Short-term strategies within days, tactical within weeks, trend within months. ## 7. Risk Management The most dangerous risks are the ones the historical data can't show. Risk control is embedded at every level of portfolio construction — built for robustness across regimes, not for the best backtest. ### Structural Risk Controls - Maximum per-position size limits across all sleeves - 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. Product Overview · Robuxio Systematic Equities ETI ISIN DE000AMC0DZ1 Exchange Börse Stuttgart (EUWAX) Regulator FMA Liechtenstein Issuer iMaps ETI AG Note Trustee Noteholder Services PTC (Intertrust Group) Settlement Clearstream, Euroclear, SIX Execution & custody Interactive Brokers (direct market access) Automation Fully automated, real-time risk monitoring WKN AMC0DZ Prospectus EU Prospectus Regulation, passported into EU/EEA UCITS eligible Yes, qualifying structured note Asset segregation Segregated Portfolio, ring-fenced from issuer Mgmt. fee 2% p.a., accrued and settled quarterly Performance fee 20% on new net profits, high-water mark Bid-ask spread ~2%, quoted by market maker Performance (NAV) Net of all fees, as shown on this page [View live listing on Börse Stuttgart](https://www.boerse-stuttgart.de/en/products/investment-products/other-certificates/stuttgart/amc0dz) [How it's structured See the full ETI structure, issuer to settlement A full structural map of the vehicle: iMaps ETI AG as issuer, ring-fenced assets, IBKR custody, the EUWAX listing, and settlement. View the structure](https://robuxio.com/equities/structure) ## 9. How to Invest Investing in the Robuxio Equities ETI is as simple as buying a stock or ETF through your existing brokerage account. 1 ### Open a brokerage account Use any broker that provides access to the Stuttgart Stock Exchange (EUWAX). Interactive Brokers, or any bank or broker with exchange connectivity. 2 ### Search by ISIN Look up the ETI using its ISIN DE000AMC0DZ1 (WKN: AMC0DZ). On some platforms the ISIN only appears in a specific search tab — our step-by-step guide shows exactly where. 3 ### Place a limit buy order Submit a limit order at the ask shown on the Börse Stuttgart listing, during trading hours (09:00–17:30 CET). Limit orders execute at the quoted price; larger orders may take a few minutes while the market maker replenishes units. 4 ### Settlement & custody Your position settles like any listed security and appears in your existing depot. No separate onboarding with iMaps or Robuxio required. 5 ### Exit anytime Simply sell on the exchange. Daily liquidity is provided by the EUWAX market maker. Fully transferable between custodians. [Step-by-step guide How to buy the ETI on Interactive Brokers Trading permissions, EUR funding, and placing your first order — with screenshots of every click. Open the guide](https://robuxio.com/equities/how-to-buy)[Launch Call replay Watch the full Equities Launch Call The strategy, all six sleeves, risk management, and how to get access — recorded live on July 16. Watch the replay](https://robuxio.com/equities/launch-call) #### Supported Brokers - Interactive Brokers — global access, low commissions - LYNX — LYNX+ and TWS - UBS, Deutsche Bank — full-service private banking - Any bank or broker with Stuttgart connectivity ISIN not available at your broker? Ask their support — many can still offer it. #### Key Details - ISIN: DE000AMC0DZ1 - WKN: AMC0DZ - Minimum: 1 unit (~€1,000) - Eligibility: Retail and professional investors (jurisdiction dependent) - Trading hours: 09:00–17:30 CET - NAV: Published daily - OTC: Available for larger allocations - KID: Available for full risk disclosure Keep exploring ## Want to dig deeper? Pick a starting point. The playbook walks through the strategy, the reports show what the live portfolio is doing, and the data is downloadable for your own analysis. [7 parts The Equities Playbook The systematic equities framework in seven readable parts. Read the playbook →](https://robuxio.com/education/equities-playbook-the-cost-of-passive-equity-exposure)[Monthly & quarterly Performance reports Live portfolio reporting with S&P 500 comparisons. View reports →](https://robuxio.com/equities/reports)[Downloads Portfolio data Factsheets and daily returns — CSV, PDF, or JSON. Open data →](https://robuxio.com/data) Or, if you've seen enough, [book a call](https://robuxio.com/call) with the team. 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. [![Robuxio — institutional systematic trading](https://robuxio.com/images/logos/logo-footer.svg)](https://robuxio.com/) Institutional-grade algorithmic exposure across all asset classes and market regimes. 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