AlgoBee Research

Quant strategy research in SEK from AlgoBee: a momentum-based rotation across Swedish equities, gold and bitcoin, and NAV discounts in Swedish investment companies. Rules, costs, limits and conflicts stated.

Research, not investment advice. Results are simulated unless marked as forward observation.

Portfolio Rotation

A tactical asset allocation model based on absolute momentum, rotating monthly between Swedish equities, gold and bitcoin in SEK, with a trend-based equity hedge. Forward observation from 1 October 2026.

HoldCo Relative Value

A research draft on NAV discounts in Swedish investment companies, simulated as a balanced long/short portfolio. På svenska: substansrabatt i investmentbolag.

How to read this research

Each model is described with its rules, costs and limits. Simulated results are kept separate from forward observation. The publisher may trade the models on its own account; each page states that conflict.

Execution and capacity

Simulated orders fill at the modelled price with a fixed cost. The research does not model how orders are worked, how spreads and depth change, or how much capital a model can take before its own trading moves prices. Execution is a separate discipline, and the one AlgoBee's execution tools are built for.