A model built to quantify behavioural science.

At the centre of AlphaScience is a unique system that captures the behavioural mechanisms driving momentum.

The system evaluates large-cap stocks through seven proprietary metrics that measure the structure, quality and persistence of price behaviour.

A Different Way to Analyse Price

Rather than focus on financial statements or forecasts, our system studies price behaviour itself.

Every metric began as a human insight into market behaviour, later tested rigorously across data.

The Seven Proprietary Metrics

The system uses proprietary metrics which assess:

• The shape and structure of recent price movements

• Behavioural persistence

• Volatility and risk characteristics

• The likelihood of continued outperformance

• Trend stability

• Volume dynamics

Each metric isolates a different behavioural dimension.

A Monthly, High-Conviction Portfolio

Every month, the system selects:

• 5 US stocks

• 5 European stocks

Only 10 positions in total - a deliberately focused strategy.

Capital is allocated according to volatility, allowing lower volatility stocks to carry more weight.

A Philosophy of Consistency

The AlphaScience system removes emotion from the investment process.
It is systematic, repeatable, and designed to behave the same way year after year.

The Enhanced Vortex Indicator

One of our metrics is an advanced, proprietary version of the Vortex Indicator.

Our enhanced version is unique to AlphaScience, creating behavioural insight not available from public versions of the indicator.

The original Vortex Indicator was invented by Etienne Botes, a co-founder of AlphaScience.

Today the Vortex Indicator is used around the world by banks, news agencies, trading platforms and other hedge funds. Here is a small sample:

Discover how our system is deployed within our equity fund →

If you wish to get in touch with us to have a conversation or to receive our factsheets, presentation and prospectus, you are welcome to contact us here →