This strategy is a dual-sleeve core equity strategy engineered to outperform the S&P 500 Index across multiple market environments with lower downside risk. It seeks to achieve these objectives by combining a 70% allocation to a select group of high-quality, low-to-moderate beta individual stocks exhibiting positive price convexity and defensive growth characteristics (the “Quality Convex Equity Sleeve”) with a complementary 30% allocation (35% effective notional exposure) to high-velocity, capital-efficient equity growth and momentum factor ETFs (the “Growth & Momentum Sleeve”). The strategy also utilizes our proprietary adaptive rebalancing method as a systematic overlay to maintain the portfolio’s target risk-return profile and maximize long-term returns through enhanced structural efficiency and volatility harvesting. Accordingly, unlike our Quantitative Stock Strategies that rely solely on algorithmic stock selection, this strategy pairs systematic fundamental equity selection with capital-efficient growth and momentum ETFs and a dynamic quantitative rebalancing overlay.
- Target Benchmark: S&P 500 Index
- Structure: Dual-Sleeve | 70% Quality Convex Equities / 30% Capital-Efficient Growth & Momentum Factor ETFs (105% Total Gross Equity Exposure)
- Rebalancing: Proprietary Adaptive Rebalancing Method (Systematic Risk Mitigation, Enhanced Structural Efficiency & Volatility Harvesting)
- Portfolio Role: Core U.S. Equity Allocation
This strategy is an all-ETF multi-asset core portfolio engineered to outperform a traditional 60/40 stock-bond benchmark across full market cycles with enhanced downside protection. It seeks to achieve these objectives by combining a 60% allocation to a diversified Multi-Factor Equity Growth Core with a 40% Defensive Shield composed of liquid managed futures, gold, and short-to-intermediate duration U.S. Treasury bonds. The strategy also utilizes our proprietary adaptive rebalancing method to maintain the portfolio’s target risk-return profile and maximize long-term returns through enhanced structural efficiency.
- Target Benchmark: Traditional 60/40 Balanced Benchmark
- Structure: Multi-Asset | 60% Multi-Factor Equity Growth Core / 40% Defensive Shield (Managed Futures, Gold, and U.S. Treasury Bonds)
- Rebalancing: Proprietary Adaptive Rebalancing Method (Systematic Risk Mitigation & Enhanced Structural Efficiency)
- Portfolio Role: Core Balanced Multi-Asset Allocation
- Built for Non-Profit Portfolios: Designed to meet the long-term total return and capital-preservation requirements of non-profit organizations by balancing inflation-adjusted growth with multi-regime downside defense.
This strategy is an all-ETF multi-asset core portfolio engineered for taxable high-net-worth individuals and trusts who aim to outperform a traditional 60/40 stock-bond benchmark on a pre- and after-tax basis across full market cycles with enhanced downside protection. It seeks to achieve these objectives by combining a 60% allocation to a diversified Multi-Factor Equity Growth Core with a 40% Defensive Shield composed of liquid managed futures, gold, and short-to-intermediate duration tax-exempt municipal bonds. The strategy also utilizes our proprietary adaptive rebalancing method to maintain the portfolio’s target risk-return profile and maximize long-term returns through enhanced structural and tax efficiency.
- Target Benchmark: Traditional 60/40 Balanced Benchmark (or Blended Municipal 60/40 Benchmark)
- Structure: Multi-Asset | 60% Multi-Factor Equity Growth Core / 40% Defensive Shield (Managed Futures, Gold, and Tax-Exempt Municipal Bonds)
- Rebalancing: Proprietary Adaptive Rebalancing Method (Systematic Risk Mitigation, Enhanced Structural & Tax Efficiency)
- Portfolio Role: Tax-Efficient, Core Balanced Multi-Asset Allocation
This strategy is a liquid, tax-exempt fixed-income portfolio engineered for taxable high-net-worth individuals and trusts seeking high after-tax income, stability, and capital preservation. It aims to achieve these objectives by combining diversified tax-exempt municipal bond management with our proprietary adaptive rebalancing method to generate excess long-term after-tax yield and risk-adjusted total returns relative to broad municipal or sovereign fixed-income benchmarks.
- Target Benchmark: Bloomberg Municipal Bond Index (or ICE US Treasury Core Bond Index)
- Structure: Diversified Tax-Exempt Fixed-Income | 20% Short-Term Municipal Bonds / 40% Intermediate-Term Municipal Bonds / 40% Actively Managed Intermediate-Term Municipal Bonds
- Rebalancing: Proprietary Adaptive Rebalancing Method (Systematic Risk Mitigation & Enhanced Structural Efficiency)
- Portfolio Role: Tax-Efficient, Risk-Managed Core Fixed-Income Allocation
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