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The Structural Convexity Index (SCI) is a 100% net long, rules-based long/short strategy that is designed to deliver positive long-term returns and reliable crisis alpha. With negative correlation to stocks, and zero correlation to bonds and managed futures, SCI seeks to improve portfolio resilience when traditional diversification fails. It is designed to be a core portfolio component, not a standalone investment strategy.
Index One 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 data and other information can be obtained from Index One.
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SCI + US Equities Balanced Index combines broad U.S. equity exposure with a scaled version of the Structural Convexity Index. The multi-asset long/short strategy is designed to be a total portfolio solution that realizes equity like returns with a fraction of the volatility and drawdowns. It demonstrates the value of volatility reduction in achieving strong compound annual growth.
Index One calculates the SCI + US Equities Balanced 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 data and other information can be obtained from Index One.
Rheon Research develops indices and model portfolios.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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