Strategies
Regime-Gated Flagship
Diversified, vol-targeted, regime-gated and credit-aware allocation on the S&P 500. The production flagship, backtested 2008 to present.
Strategy 2 · VP-MACD Enhanced
Volume-price adjusted trend engine with documented walk-forward settings (Lin et al 2026). Backtested net of costs from 2008 to present.
Macro Transmission
Trades the transmission of macro shocks across rates, FX and credit into equity risk. Engine and backtest in development.
Market Structure Alpha
Harvests microstructure and liquidity-driven dislocations around index and flow events. Engine and backtest in development.
Strategy access options
Professional Quant
Includes the live v5c signal and risk analytics. For direct managed deployment, choose the direct-invest route at 2%/anum instead of monthly billing.
Premium Quant (Strategy 2)
Includes VP-MACD signal access, higher-conviction model metrics, and monthly strategy updates. Or invest directly for a 2%/anum fee.
Direct Invest Mandate
Skip monthly subscriptions and allocate directly into the model strategy. We charge a 2% annual fee on managed capital.
This is a systematic research model. Past performance is not indicative of future results. The Deflated Sharpe Ratio accounts for the design search. Strategies marked "in development" have no live or backtested track record yet and display no performance figures. Deploy capital at your own risk.