Systematic Strategies

A robust, long-only systematic strategy compounding the US large-cap universe. Focuses on buying good businesses at fair prices by composite-ranking operating companies using proprietary AlphaQuality and AlphaVal valuation overlays. Equal-weighted 30-stock portfolio, rebalanced quarterly with GICS sector limits to secure structural diversification.

1.0 plus tax-aware deferral. Same selection engine, but automatically defers sells on profitable lots that will qualify for long-term tax rates within 14 days. Ideal for taxable brokerage accounts.

A mechanical two-bucket QQQ/BIL glidepath. Hold 30% QQQ and 70% BIL; track a static 18% target line; rebalance every six months with a ±20% deadband. No stock picking, no judgment calls. Designed to survive dot-com-class crashes while delivering 14% CAGR across the full 27-year window.

The 2.0 successor, flipped from mean-reversion to trend. Own a 3x Nasdaq fund (TQQQ) when the year's trend points up, sized by how violently the market is moving — calm, lean in; storm, pull back — and sit in T-bills when it isn't. A high-octane, leveraged, honestly-caveated sleeve: 24% backtest CAGR, with a low-to-mid-teens honest forward. Tax-deferred, sized small.

The unlevered cousin of 2.1. Own the five biggest Nasdaq companies in equal parts while the year's trend points up; own T-bills when it doesn't. Five household stocks, ~7 trades a year, gains come out almost entirely long-term — the rare systematic strategy that can live in a taxable account. Honestly caveated, including a survivorship flaw in the early backtest decades we're still repairing.

Fortress all-weather research sleeve: Quality+AlphaVal equity (same engine as 1.0), sized by a 12-month SPY trend gate, with IEF, gold, and T-bill ballast. Unlevered. Equity-first with a seatbelt — not risk-parity. Dual-mandate path risk stated plainly. Includes an independent CIO review.