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Alpha/navigator

A repeatable macro portfolio workflow that starts with risk posture, interprets regime, scores themes, and translates that into investable sleeves and model outputs.

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How the workflow reads in public

  • Set the risk dial before you pick themes.
  • Read the market cycle before you size conviction.
  • Choose the themes you actually want to express.
  • Let the optimiser combine them into a diversified mix.
  • Use the sizer to make the output fit your assets.

How Alpha/navigator works

A simple sequence from risk dial to portfolio sizing. Open each step to see the decision role, output, and why it matters.

The aim is not to make macro feel complicated. It is to stop skipping the boring but essential steps between a market view and a real position.

In plain English

  1. 1
    Use Alpha/weather to set the risk dial from 1-10.
  2. 2
    Use Alpha/macro to understand the market cycle.
  3. 3
    Pick the themes you like.
  4. 4
    Let the optimiser combine them into a diversified portfolio.
  5. 5
    Use the sizer to output a version tailored to your investable assets.
1

Alpha/weather

Risk dial

Set the base posture before you pick themes or size anything.

Alpha/weather turns cross-asset stress into an explicit risk dial so the rest of the workflow starts with a defined budget, not a gut feel.

What goes in Stress, volatility, and broader market conditions.
What comes out A risk dial from 1-10 and a base defensive, neutral, or risk-on posture.
Why it matters It tells you how much risk the next idea is allowed to carry.
2

Alpha/macro

Market cycle

Work out whether growth, inflation, and policy backdrop support or pressure each sleeve.

Alpha/macro makes the cycle explicit so you can see which parts of the portfolio should be helped, hurt, or left alone by the current regime.

What goes in Growth, inflation, policy, and macro regime signals.
What comes out Sleeve-level overweight and underweight pressure.
Why it matters It stops a theme from being sized as if the macro backdrop does not exist.
3

Themes

Idea selection

Choose the themes and expressions that deserve capital right now.

This is where the view becomes specific. Themes are scored, debated, and pressure-tested so the portfolio only carries expressions that still make sense after challenge.

What goes in Theme ideas, scenario work, debate, and expression quality.
What comes out A shortlist of expressions that earn risk budget now.
Why it matters It keeps the portfolio from becoming a pile of unranked ideas.
4

Alpha/optimise

Portfolio construction

Combine the approved themes into a diversified mix rather than a set of disconnected positions.

The optimiser layer takes the themes you want and combines them with rules so the end result is a portfolio, not a shopping list.

What goes in Risk posture, macro tilts, selected themes, and portfolio rules.
What comes out A diversified allocation mix with risk controls baked in.
Why it matters It turns conviction into a portfolio that can survive correlation and concentration mistakes.
5

Portfolio sizer

Tailored output

Translate the model into a version that fits your own investable assets and constraints.

The sizer is the final bridge between model logic and real implementation. It converts the portfolio into a version you can actually use.

What goes in Your investable assets, target weights, and implementation constraints.
What comes out A sized allocation ready for implementation and export.
Why it matters It closes the gap between a model portfolio and a usable portfolio.

See Alpha/navigator in action

Alpha/weather and Alpha/macro turn stress and regime signals into practical portfolio posture and sleeve tilts.

Themes are where the view becomes the mix

Alpha/navigator turns stress, regime, and community debate into practical portfolio sleeves through a scored themes layer.

AI hardware and compute bottlenecks

Score higher when capex and earnings revisions confirm sustained demand for compute infrastructure.

How the optimiser combines the mix

The optimiser is a mixing panel: it overweights or underweights the same ETF universe. Zero is valid. It changes mix, not product identity.

Weather postureNeutral +1
Macro tiltDisinflationary growth
Themes selectedAI infra, quality carry
User preferenceLower drawdown bias

Resulting allocation mix

Global Equity
46%
Rates/Bonds
30%
Diversifiers
14%
Cash
10%

Outputs come last

Model families are downstream outputs of Alpha/navigator, not the product identity. The workflow decides posture first, then maps into model allocations.

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