Portfolios Hub
The Portfolios Hub is where portfolios are born. You pick strategies, choose how capital should be split among them, and save the result as a portfolio you can then analyze, size, and stress-test in Portfolio Studio.
Where to find it: In the app sidebar, open Portfolios Hub. It has three pages:
| Page | Purpose |
|---|---|
| Compose | Build a new portfolio using one of five build modes |
| Portfolio Candidates | Review results produced by the composition engines and save the best |
| Library | Manage your saved portfolios and open them in Portfolio Studio |
Why build portfolios at all?
Individually good strategies can be collectively bad (all losing at the same time), and individually mediocre strategies can be collectively excellent (losses offsetting each other). Portfolio construction is about correlation — combining strategies whose drawdowns don't line up. That's why every build mode here goes beyond simply adding equity curves together.
Compose: The Five Build Modes
At the top of the Compose page is a strategy picker (collapsed by default) where you select the strategies to build from. Below it, a launcher offers five build modes:
Manual
Hand-pick strategies and set exact allocation weights yourself.
Full control. You set each strategy's allocation directly, and the panel shows a live Portfolio Summary, Contract Allocation (whole contracts per strategy), and Equity Curve Preview as you adjust. Use Manual when you already have a thesis about how the strategies should be combined and want to implement it exactly.
Quick Build
Answer a few questions and let AlgoChef suggest a starting allocation.
The fastest path from strategies to portfolio. Set your portfolio name and capital, then pick an allocation approach:
- Auto (suggested) — AlgoChef inspects your strategy set and picks the best-fitting bundle
- Equal Risk — every strategy contributes the same volatility to the portfolio
- Diversified — correlation-aware allocation that spreads risk across uncorrelated clusters
- Edge-Weighted — bigger allocations to strategies with stronger statistical edges
Quick Build works with up to 10 strategies (a Pick random 10 button can sample from your filtered pool). Results show a Portfolio Confidence indicator, the Strategy Allocation, and an Equity Curve Preview before you save.
Stability Composition
A correlation-aware allocator matched to your universe, producing ranked robust candidates.
Routes your strategies through a single allocator chosen to match your strategy universe, then ranks the most robust candidate portfolios it finds. Reach for this when you want a dependable, hands-off composition — the engine does the work and hands you a ranked list on the Portfolio Candidates page.
Frontier Optimizer
Every allocation method under a capital constraint, exploring the risk/return frontier.
The most thorough engine. It runs every selected allocation method under your capital constraint and compares the best candidates from each, mapping the risk/return frontier. Reach for this when you want to push for the strongest possible combinations and are willing to review more candidates.
Info
Stability Composition vs Frontier Optimizer in one sentence: Stability Composition gives you one dependable answer; Frontier Optimizer gives you the whole map and lets you choose your spot on it.
Bake-Off
Compare multiple candidate portfolios head-to-head before committing.
Set up 2–5 "recipes" — each with its own strategy picker and settings — and run them against each other. The comparison shows how each recipe would have performed so you can commit to the winner with evidence rather than intuition.
Long-running compositions and bake-offs continue in the background — you'll get an in-app notification when the job completes, so you don't have to keep the page open.
Portfolio Candidates
When Stability Composition or Frontier Optimizer finishes, its results land here:
- A frontier visualization plots every candidate by risk and return, so you can see the trade-off space at a glance
- The candidate table lists each candidate's metrics — return, drawdown, allocation summary, and quality scores
- Save to Library (per candidate or in bulk) turns a candidate into a real portfolio
Tip
Don't automatically pick the candidate with the highest return. Candidates near the "knee" of the frontier — good return with disproportionately low risk — are usually the ones you can actually live with through a drawdown.
Library
Every saved portfolio lives in the Library. From here you can rename, delete, or open any portfolio in Portfolio Studio for deep analysis, capital-split comparison, and robustness testing.
Common Questions
What's the difference between a strategy and a portfolio? A strategy is one system's trades. A portfolio is a weighted combination of several strategies traded together from shared capital.
Can a portfolio contain the same strategy twice? No — each strategy appears once, with an allocation determining its size.
Do I have to use an engine? Can I just combine strategies myself? Use Manual — that's exactly what it's for.
What happens to a portfolio if I delete one of its strategies? The portfolio depends on its strategies' trade data. Delete a member strategy and the portfolio can no longer compute — the app will warn you.
Tip
After saving a portfolio, head to Portfolio Studio — the Analyze tab shows you what you built, Allocate compares capital-split methods, and Robustness tells you how much capital it takes to trade it safely.