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AI Mode
Build new portfolio
YAML Editor
Configuration
Essentials
Define the fundamental characteristics of your portfolio. Set the base currency for all calculations and select a benchmark to compare performance and define relative constraints against.
Currency i
USD
Benchmark i
Select a benchmark
Universe screening
17,184 stocks
100 countries
8.40 bn avg mkt cap
Clear all filters
Screens and filters determine the eligible list of stocks. The AI engine and optimizer may only select from this opportunity set.
Starting universe
Add a new starting universe filter
Classification / grouping
Add a new classification / grouping filter
Sustainability / values / faith
Add a new sustainability / values / faith filter
Investment goals
Clear all goals
Investment goals and objectives. Multiple goals are permitted though users should take care in specifying the relative trade-offs between the various goals.
Maximize AI alpha 1 (recommended)
S&P 500 with a strength of 1⇲
Add a new goal
Rule-Based / Heuristic
Equal weight
Market cap weight
Portfolio weight
Optimized
Maximize AI alpha 2
Minimize risk
Minimize tracking error vs benchmark
Minimize tracking error vs portfolio
Portfolio construction rules
Clear all rules
Rules represent various portfolio construction business logic, limits, or targets.
Basic
Long only i
Enabled
Max equity allocation i
100 %
Min equity allocation i
100 %
Holding, exposure and diversification
Limit country weight vs benchmark i
Add
Limit country weight vs benchmark i
Add
Names
Add a new holding, exposure and diversification rule
Quantitative and factors
Add a new quantitative and factors rule
Reset to original config
Test config
Save as new & run backtest
Limit names
×
Limit
Holding multiplier
The mathematical modeling of this rule is difficult and typical requires more time to find a solution. Faster solving may be accompanied by small breaches of other portfolio rules.
Cancel
Save
Test the configuration
×
Validate that this configuration will work by simulating an initial rebalance.
Rebalance date i
14/01/2026
Starting NAV
$ 100mn
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InstrumentsISINTarget weights
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