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.

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.

Next-generation refinement of the core AlphaStrat architecture. Integrates dynamic cash cushion models tied to US Treasury yield curves, advanced tax-loss harvesting buffers, and strict GICS-sector constraints to limit drawdowns in broad tech contractions without sacrificing the core compounding edge.

Post-Earnings Announcement Drift. Systematically exploits behavioral under-reactions to positive earnings surprises. Ranks operating earnings revisions and targets holding high-conviction momentum names over a 60-day post-announcement window to capture short-to-medium term drift alpha.

A pure quantitative stock screen based on composite rankings across cash returns, fortress balance sheets, and deep discount margin of safety scores. Used as the underlying screening layer for passive quant portfolio research.