For this Alphathon, you have to create a long only portfolio. This means you cannot short an underlying asset of your portfolio (either a building block or a strategy). You cannot use leverage either. You can see the rules for submission in section III of the rules (https://www.alphien.com/competitions/LYXORETF). What it means in practice is that the allocations generated by your payout function range between 0 and 1.
