Sleeve in your mandates
Weekly target weights by API or file. WELREX keeps discretion and implements across its custodians.
- Best for
- A pilot within weeks
- Effort
- Low
- Execution
- WELREX
Prepared for WELREX · October 2026
Proven investment concepts and hard evidence, built into strategies your relationship managers can offer and explain.
Confidential · For investment professionals only
How Atlas works
Each sleeve covers the other's blind spot. The core's exposure control is built for slow bear markets; the crisis sleeve is built for fast crashes.
~2,500 names, screened daily
Quality screens, ranked on capital discipline and earnings momentum
Market breadth and a drawdown ladder set how much is invested
Buys a basket of quality names after market stress peaks, with stops and holding limits on every episode
Limits the crisis sleeve's share of capital
Long-only, unlevered, one account
Atlas · simulated results, 2007–2025
| Calendar year | Atlas | S&P 500 TR |
|---|---|---|
| 2008 · financial crisis | −14.8% | −36.8% |
| 2020 · pandemic crash | +38.2% | +18.4% |
| 2022 · rate shock | −14.4% | −18.2% |
Simulated past performance. Past performance is not a reliable indicator of future results. USD, 4 Jan 2007 – 31 Dec 2025 (4,779 trading days), net of modelled trading costs and before any management or platform fees, dividends reinvested. Sharpe ratios use total returns without deducting cash, for every series. The conservative case removes the extra return from a rebalancing band that we do not underwrite. Benchmark: SPY total return. The universe is drawn from current listings, so results carry survivorship bias.
Atlas · evidence quality
Yes. It follows a written specification and published research; live pass/fail bands were set before paper trading.
All of them are logged: 58 documented experiments on Atlas, 28 of them rejected or deferred.
300 nearby settings, walk-forward tested, all kept an out-of-sample Sharpe above 0.9. The final settings used all 19 years.
Spread, market impact and a cap of 10% of daily volume are modelled. About 1.9% a year of cost drag is already deducted.
A one-day delay on every signal weakens the results, but they stay positive.
Some. The universe comes from current listings. We disclose it and can re-run on delisting-inclusive data.
Single-digit to low-$20s millions at current settings, enough for a pilot. Larger-cap variants can raise it.
Always. Paper and live results are reported on their own, against pre-set bands, never spliced onto the backtest.
Atlas · risk & governance
The band is the 5th–95th percentile of Atlas's simulated six-month returns. Falling below it raises a formal underperformance flag. Below the band with a 12-month Sharpe under −0.56, we declare the model is not working.
Offering Atlas at WELREX
Weekly target weights by API or file. WELREX keeps discretion and implements across its custodians.
Atlas beside your in-house strategies, with factsheets and client-ready reporting for every RM.
An actively managed certificate via an issuing partner: one ISIN, held at any custodian.
Built for WELREX: risk-tiered Atlas variants, risk overlays for your thematic portfolios, other markets.
You keep discretion, suitability and the client relationship. Terms are open: licence, revenue share or performance-linked.
Summary
A quality core with exposure control, plus a crisis sleeve. Long-only, weekly, rules-based.
a year, 2007–2025, against 10.7% for the S&P 500 total return.
as deployed (−25% conservative), against −55% for the S&P 500.
fixed before trading, with acceptance bands and a staged go-live.
Open pointsNo live record yet (paper ramp under way) · Survivorship bias disclosed · Capacity of single-digit to low-$20s millions
For investment professionals only; not for retail distribution. This presentation is for discussion purposes. It is not investment advice, a financial promotion to retail clients, or an offer to buy or sell any security. All performance figures are simulated past performance from a backtest (January 2007 – December 2025), net of modelled trading costs, before fees and including dividends; they do not reflect actual trading, and the research universe carries survivorship bias. Simulated past performance is not a reliable indicator of future results. The value of investments can fall as well as rise.