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Structural Convexity index

The Structural Convexity Index is a systematic, rules-based index designed to exhibit positive convexity during market stress while maintaining a stable compounding profile in ordinary conditions. The construction methodology is proprietary.

IndexOne calculates the Structural Convexity Index and maintains the official daily NAV. Live index calculation began in November 2025. Earlier results reflect modelled performance based on applying the index methodology to historical data.

Performance Metrics (June 2007 - October 2025)

Monthly Chart (June 2007 - October 2025)

Crisis Performance (SCI vs SPY)

For informational purposes only. Not an offer or solicitation to buy or sell any security. Index performance is hypothetical and for research use only.

Rheon research

Rheon Research develops indices and model portfolios for advisors and institutional allocators.The firm applies transparent design principles to portfolio engineering, focusing on stability, convexity, and transparency.Rheon Research does not provide investment advice.

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