Vortex is a systematic strategy whose methodology is proprietary to Nerodyne and is not published. Subscribers receive what is needed to act on it: the positions the strategy holds and when they change, the corresponding put option hedge, and the full backtest. You provide the brokerage account and execute the trades.
The strategy screens the US market on a fixed schedule using its proprietary ruleset, combining quality, growth, momentum and risk criteria. The methodology is not disclosed.
The model is re-run and compared against the current portfolio. Most of the time there is no change. When there is, whether a new position, a weight change, or a hedge adjustment, it is identified.
You receive the new target portfolio, with tickers, weights, and any hedge components. You execute in your own brokerage account, retaining full control of execution and custody.
Ticker names are shown to subscribers only
Each update provides the full target portfolio: the tickers, the weights, and, for the hedged version, each protective put with its strike and size. No interpretation is required. You execute the trades in your own brokerage account.
In public previews such as this one the tickers are obscured. Subscribers receive the full names when the portfolio changes.
When the strategy's holdings change, you are notified by email and the members area shows the new portfolio immediately. You sign in with a one-time code sent to your email; there are no passwords to manage.
Vortex is offered with or without a hedge. The protected versions add a permanent put option overlay: a standing index (QQQ) put ladder, with the concentrated Vortex Shield also holding protective puts on its individual positions, and the Diversified Shield using the index ladder alone across a broader book of quality companies, the biggest stock in the world and a dividend-leaders ETF sleeve. The overlay reduces losses in a market decline in exchange for some return in calm periods.
In the two weakest markets of the sample the hedge turned the crash into a gain: 2020 +64% and 2022 +16% for Vortex Shield, versus −18% for the S&P 500 in 2022. The cost shows up in calm years, where the option premium drags on returns. You choose the trade-off per model.
The strategy at full strength: at each rebalance it pools the holdings of six internal models, keeps only companies whose revenue is growing or stable, and concentrates into the five most mutually distinct businesses. Highest return in the backtest.
The same book wrapped in a permanent put-option hedge: an always-on QQQ ladder plus protective puts on the holdings. The safety-first version: less return in calm years, but the convex hedge can turn a crash year strongly positive.
A broader book of 15 or more quality companies: durable margins and a positive track record over 3, 5 and 10 years. It always holds the biggest stock in the world by market value, plus a developed-markets dividend-leaders ETF sleeve, and is hedged with the index put ladder.
If you'd prefer to learn the craft instead of following a model, we'll teach you to design and automate your own model.
Explore the program