Stop Guessing Your AllocationsStart Engineering Your Portfolio
Research strategies. Test allocations against real market history. Build portfolios backed by institutional-grade optimization — not guesswork. 8 engines. 18 strategies. Full transparency.
8 Optimization Engines·18 Strategies·1,199 Tests Passing·Vienna, Austria
Too Many Products. Too Little Structure.
Most investors hold a collection of funds and ETFs and call it a portfolio. No allocation logic. No understanding of how positions interact. No way to test whether the mix actually works before committing real capital.
- ◆No allocation logic
- ◆No correlation analysis
- ◆No backtest before committing
- ◆No framework to improve
The result: portfolios built on narrative, not evidence. Hidden risk concentrations. And no structured framework to diagnose, improve, or defend your decisions.
How It Works
From Scattered Ideas to Structured Portfolios
Holy Funds is a portfolio intelligence platform. You research strategies, diagnose their properties, simulate performance against real markets, and build portfolios with institutional-grade structure. Every step is transparent. Every decision is yours.
Research
Explore 18 strategies across three categories — world portfolios, thematic sectors, and custom builds. Compare risk profiles, allocation logic, and historical behavior side by side. Analyze macro regimes to understand which strategies fit current market conditions.
Build
Combine strategies into a portfolio. Set your core allocation and layer in thematic satellite positions. The platform shows you exactly how the pieces interact — correlation, overlap, and concentration risk — before you commit anything.
Diagnose
Run diversification diagnostics. Reveal hidden structural exposures, factor concentrations, and redundancy between positions. Understand what drives your portfolio's behavior — not just its return.
Optimize
Choose from 8 optimization engines — equal weight as the honest baseline, six ways to engineer risk (minimum variance, risk parity, risk budgeting, HRP, maximum diversification, CVaR minimization), and one shrinkage-stabilized return-aware engine. Each targets a distinct construction goal. Constraint framework ensures feasibility.
Simulate
Backtest your portfolio against 10+ years of real market history. Walk-forward quarterly rebalancing with transaction costs modeled. See drawdowns, monthly returns, risk-adjusted metrics, and attribution analysis. Evidence before commitment.
Portfolio Intelligence Engine
8 Engines. One Architecture.
A portfolio construction engine with 8 optimization algorithms, institutional-grade risk estimation, and a constraint framework that enforces allocation discipline automatically. Six ways to engineer risk, one return-aware engine with shrinkage guardrails, and a naive baseline that’s harder to beat than most expect. Every optimization is traceable — from covariance estimation through constraint binding to final weight assignment.
Foundation
◆Equal Weight — the honest baseline. Zero estimation error.
Risk Engineering
◆Minimum Variance
◆Risk Parity (ERC)
◆Risk Budgeting
◆Hierarchical RP
◆Max Diversification
◆Minimum CVaR
Return Engineering
◆Robust Mean-Variance — Ledoit-Wolf + James-Stein shrinkage. The only return-aware engine — and it’s shrinkage-stabilized for a reason.
EWMA Covariance · Ledoit-Wolf Shrinkage · James-Stein Returns
“Most investors buy products. Serious investors build portfolios.”
From the Lab
18 Strategies. Three Categories. Real Results.
Every strategy is built through the engine, backtested against 10+ years of real market history, and evaluated on risk-adjusted performance. No hypothetical returns. No cherry-picked timeframes.
Quants
World portfolios capturing balanced global growth. 34 ETFs across equities, bonds, commodities, and real assets. Optimized for different risk and return profiles.
Smart Diversification
ModerateCAGR
Sharpe 0.587
Hierarchical clustering for robust structural diversification.
Efficient Growth
ModerateCAGR
Sharpe 0.649
Turnover-aware optimization balancing returns against transaction costs.
Vectors
Thematic strategies investing in specific sectors, industries, and structural market trends. Concentrated conviction with risk guardrails.
Energy Infrastructure
HighCAGR
Sharpe 0.936
AI infrastructure power — the companies electrifying the revolution.
Data Center Infrastructure
HighCAGR
Sharpe 0.927
Cloud, networking, and the physical backbone of AI.
Custom
Build your own strategy from scratch. Choose your universe, pick from 8 optimization engines, set constraint presets, configure volatility targets, and run walk-forward backtests with quarterly rebalancing — drift triggers, turnover penalties, and transaction costs all modeled before deployment.
Build Pipeline
You Control
- ◆Investment universe
- ◆Optimization engine
- ◆Constraint presets
- ◆Estimation parameters
- ◆Rebalance frequency
Full control. Test before you commit.
Built for Precision
Optimization Engines
Tested Strategies
Automated Tests
Core Universe ETFs
Years Backtest History
Deterministic & Reproducible
Every portfolio output is deterministic — same inputs produce the same result every time. No stochastic noise. No hidden randomness. Walk-forward backtesting with transaction costs modeled. Powered by Ledoit-Wolf shrinkage estimation and institutional-grade risk models.
Full reproducibility for audit and compliance.
Built in Vienna, Austria. All computations run on transparent, auditable infrastructure. Past performance does not guarantee future results.
AI Copilot
Meet CYRA
Your personal guide to portfolio intelligence. CYRA understands every optimization engine, every constraint preset, and every strategy in the platform — and explains them in plain language.
Ask her to compare strategies, explain risk metrics, walk you through allocation decisions, or diagnose why a portfolio behaves the way it does. She supports your decisions. She doesn't make them for you.
- ◆Explain any optimization method or risk metric
- ◆Compare strategies and surface trade-offs
- ◆Guide portfolio construction workflows step by step
- ◆Diagnose portfolio behavior and risk exposures
Frequently Asked Questions
What is Holy Funds?
Holy Funds is a portfolio construction and optimization platform based in Vienna, Austria. It provides 8 optimization engines, 18 pre-built investment strategies, full historical backtesting over 10 years of market data, and AI-guided workflows for building institutional-grade ETF portfolios. The platform serves self-directed investors, financial advisors, and portfolio managers who want transparent, research-grade allocation tools.
How is Holy Funds different from a robo-advisor?
Unlike robo-advisors that automate decisions for you, Holy Funds is a portfolio intelligence platform. You research strategies, choose optimization methods, test allocations against real market history, and control every decision. The platform provides institutional-grade tools — research, diagnostics, backtesting, and construction — not automated investing. Think Bloomberg-grade capability with modern accessibility.
What optimization methods are available?
Holy Funds includes 8 optimization engines, organized as a deliberate spectrum. Foundation: equal weight (the honest 1/N baseline). Risk Engineering (six engines, each engineering risk a different way): minimum variance, risk parity (ERC), risk budgeting, hierarchical risk parity (HRP), maximum diversification, and minimum CVaR for tail-risk protection. Return Engineering: robust mean-variance, the only return-aware engine, stabilized with Ledoit-Wolf covariance shrinkage and James-Stein return shrinkage. The imbalance is intentional — return forecasts are noisy, so we treat them carefully.
What does the platform cost?
Holy Funds is currently free for all users. The full platform — every engine, every strategy, custom build, walk-forward backtesting, and the AI copilot — is available at no cost during early access. No credit card required. Paid plans will be introduced later, and existing users will get advance notice (and likely an early-access discount) before any plan goes live.
Who is Holy Funds designed for?
Three primary audiences. Self-directed investors who want to go beyond basic robo-advisory and understand their portfolio structure. Financial advisors who need institutional-quality tools for client proposals, suitability documentation, and allocation management. And quantitative portfolio managers who want a research platform with 8 optimization engines, walk-forward backtesting, and full constraint framework analysis.
Can I build custom strategies?
Yes. The Construction Lab allows you to build strategies from scratch by selecting your investment universe, choosing an optimization engine, setting constraint presets like concentration limits and turnover caps, and configuring estimation parameters. Every custom strategy can be backtested against 10+ years of real market history with transaction costs modeled before deployment.
What data does Holy Funds use for backtesting?
All backtests use real market data — actual historical ETF prices, not simulated or hypothetical returns. The platform performs walk-forward quarterly rebalancing with configurable estimation windows (default 504 trading days for core strategies). Transaction costs are modeled. There is no look-ahead bias. Results are deterministic and fully reproducible.
Is Holy Funds regulated?
Holy Funds is a portfolio construction and analysis platform based in Vienna, Austria, operating under Austrian law. It does not provide investment advice or manage client assets directly. The company is pursuing appropriate regulatory licensing under WAG 2018 through the Austrian Financial Market Authority (FMA). All platform outputs include standard disclaimers that past performance does not guarantee future results.
Ready to Build Your Portfolio?
Start with 9 core strategies. Scale to 18. Build custom. Free to explore — no credit card required.
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