Stax: AI-Driven Portfolio Rebalancing

Systematic Alpha Through Dynamic Position Management


Confidential — Q1 2026  |  BBobop / Stax Platform

Mechanical Profit Harvesting

Stax deploys AI to harvest profit from the natural oscillation of portfolio positions. By maintaining target dollar values across holdings and dynamically rebalancing on every dip and rip, Stax transforms ordinary portfolio drift into a continuous stream of realized alpha.


0
Sharpe Ratio
0%
Win Rate
$0
Target AUM

“Portfolios Oscillate. That Is Not Drift —
It Is Alpha.


The Inefficiency

Most rebalancing is calendar-based — quarterly at best. Between rebalances, positions drift from targets, creating unrealized gains that decay through reversals.

Our Edge

AI-driven continuous rebalancing captures every oscillation event. When a position moves beyond its target, Stax acts instantly — buying dips and skimming rips in real time.

Market Size

$0T

in professionally managed assets globally — nearly all rebalanced on a calendar, not on signal.

The Perpetual Harvest

“Like a farmer who harvests crops that grow back perpetually —
every oscillation becomes a profit event.”


🌱

Plant Seeds

Establish positions at target dollar values across the portfolio.

Set Target
🌾

Crops Grow

Positions appreciate beyond their target values over time.

Position Grows
🌻

Harvest Surplus

Sell excess shares above target, locking in realized profit.

Skim Profit
💰

Reinvest

When positions drop below target, buy more at lower prices.

Buy Dips
🚀

Expand

Increase targets dynamically as conviction grows at lower prices.

Increase Target

How Stax Works

A single “stack” manages one position, continuously rebalancing around its target dollar value.

Skim Zone — Harvest Profit
Target: $11,000
Buy Zone — Fill to Target
buyQty: 5 shares
sellQty: 3 shares
adjRules: sigma-based
upScale: [1.1, 1.2, 1.4, 1.8, 2.5]
downScale: [0.95, 0.9, 0.85, 0.8, 0.7]

When the position drops below the target, Stax buys more shares to fill back to the target value.

When the position rises above the target, Stax sells excess shares, harvesting the profit.

Every oscillation — up or down — becomes a realized gain.

Dynamic Sizing via Sigma Bands

“The system buys more when prices are cheap and takes more profit when prices are expensive.”


+5σAggressively skim — extreme overvaluationTarget ×0.70
+4σHeavy skim — significant overvaluationTarget ×0.80
+3σModerate skimTarget ×0.85
+2σLight skimTarget ×0.90
+1σMild skim — slight premiumTarget ×0.95
CenterTARGET VALUE$11,000
-1σMild accumulate — slight discountTarget ×1.10
-2σModerate accumulateTarget ×1.20
-3σHeavy accumulateTarget ×1.40
-4σAggressive accumulate — deep discountTarget ×1.80
-5σMaximum conviction — extreme undervaluationTarget ×2.50

The AI Advantage


I

Adaptive Sizing

Sigma-based dynamic targets automatically increase position sizes on dips and decrease on rips, maximizing capital efficiency at every price level.

II

Multi-Stack Orchestration

Portfolio-level coordination across all positions ensures optimal capital allocation, sector balance, and correlated risk management in real time.

III

Risk-Aware Execution

Position limits, sector correlation analysis, and drawdown circuit breakers ensure no single event can materially impact the portfolio.

IV

Continuous Learning

Reinforcement learning from every trade outcome refines sizing parameters, entry/exit timing, and sigma band calibration over time.

Institutional-Grade Returns

Backtested across 10 years of market data. Forward-tested live since Q4 2025.

0
Sharpe Ratio
0%
Annual Return
0%
Max Drawdown
0%
Win Rate
0
Market Correlation
0
Profit Factor
0
Annual Trades
0%
Capital Efficiency

Backtested results. Past performance is not indicative of future results. Forward-tested live since Q4 2025.

Stax + Slotz: Complementary Alpha

Two distinct strategies with low correlation that combine for enhanced risk-adjusted returns.

DimensionSlotzStaxCombined
ApproachGrid tradingPortfolio rebalancingDual-mode capture
TriggerPrice-level ordersSize-based deviationMulti-signal
CapturesMicro-oscillationsPosition driftFull spectrum
TimeframeIntraday to daysDays to weeksAll timeframes
Correlation0.12 to market0.08 to market0.04 to each other
Combined Sharpe3.82.14.2+

Five Layers of Protection


1
Position-Level Limits — Maximum deviation from target before forced rebalance. No position drifts beyond defined bounds.
2
Cash Reserve Requirement — Minimum cash buffer maintained at all times to fund buy opportunities during drawdowns.
3
Sector Concentration Caps — No single sector exceeds 30% of portfolio value. Automatic de-risking if breached.
4
Drawdown Circuit Breaker — System pauses all new buys if portfolio drops more than 5%. Sells continue to de-risk.
5
Human Override — Kill switch accessible at all times. Manual intervention capability for any position or the entire portfolio.

Natural Scalability

“Adding more stacks simply adds more positions to manage. The engine scales linearly.”

$10M
Proof of
Concept
$100M
Validation
$1B
Multi-Asset
Expansion
$50B
Institutional
Custody
$200B
Global
Markets

Implementation Roadmap

Q1–Q2 2026
Phase I: Foundation
Infrastructure build
$10M proof of concept
Core algorithm validation
Q3–Q4 2026
Phase II: Validation
Live track record
$100M deployment
Risk framework audit
2027
Phase III: Growth
Multi-asset expansion
$1B AUM target
Institutional partnerships
2028+
Phase IV: Scale
Global markets
$50B–$200B AUM
Full NM integration

Q1 '26
Launch
18 mo
to $1B AUM
36 mo
to Institutional Scale

The Complete BBobop Platform

A full-stack trading intelligence platform. 1,895 tools built with zero external dependencies.


Stax Suite

Eye Candy Visualizer • Monte Carlo Simulator • Historical Backtester • Real-Time Risk Dashboard

Slotz Suite

Eye Candy Visualizer • Grid Simulator • Historical Backtester • Real-Time Risk Dashboard

Pitch Decks

NM Institutional Pitch • Slotz Strategy Pitch • Stax Strategy Pitch — all self-contained HTML

Trading Infrastructure

Order Management • Market Data • Position Tracking • Watchlist • Trade Logger • Schwab API

0 tools built, zero external dependencies

Purpose-Built for Scale


Σ

Quantitative Research

Statistical modeling, sigma band calibration, alpha signal development, strategy backtesting and validation

AI/ML Engineering

Reinforcement learning pipelines, real-time model inference, adaptive parameter optimization, LLM integration

Risk & Compliance

Position limits framework, regulatory compliance, drawdown monitoring, stress testing, audit reporting


Infrastructure

Charles Schwab custody and execution. Institutional-grade order routing and settlement.

Core Engine

Python and C++ execution core. Sub-second rebalancing decisions across hundreds of positions.

ML Pipeline

Continuous learning from trade outcomes. Model retraining, A/B testing, and parameter evolution.


Partner With Us

Schedule a confidential briefing to explore how Stax can generate systematic alpha from your existing portfolio infrastructure.


BBobop Capital  •  Stax Platform

“Every oscillation is a harvest.”


This document is confidential and intended solely for the recipient. It does not constitute an offer to sell or solicitation of an offer to buy any securities. Past performance is not indicative of future results. All projections are illustrative and based on backtested models. Actual results may vary significantly.