A model built to quantify behavioural science.
The AlphaScience System is the result of our life's work. It is based on creativity, observation, generating ideas and years of applying the scientific method.
Our system is working, but our enduring promise to investors is that we will not stop the process of innovation and research, always trying to improve.
A Different Way to Analyse Price
What sets us apart is that our system captures the behavioural mechanisms driving momentum.
Rather than focus on financial statements or other fundamental information, our system studies price behaviour itself.
Every metric began as a human insight into market behaviour, and then rigorously tested against the data.
The system evaluates large-cap stocks through seven proprietary metrics that measure the structure, quality and persistence of price behaviour.
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 ranks and 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 →
