Performance, Engineered.
We pursue returns through disciplined process, robust risk controls, and data—not prediction or hype. Start Conversation
Risk First
Drawdowns destroy compounding. We implement strict stop loss and profit targets before we seek return: position sizing, singular focus, and regime awareness drive every decision.
Data & Discipline
Our systems are informed by historical testing and live validation. The edge is consistency, not complexity.
Adaptive, Not Reactive
Markets evolve. We monitor volatility, trend strength, and breadth to adapt exposure—without chasing noise.
Transparent Reporting
Clear metrics, clear language. We communicate what worked, what didn’t, and why.
Process At A Glance
Research & Validation
Idea → rules → test. We use robust testing (out-of-sample checks, walk-forward where appropriate) to avoid overfitting.
Risk Framework
Position sizing, stop logic, regime filters, and portfolio constraints align with client goals and drawdown tolerances.
Execute & Review
Automated execution, human oversight always. Monthly post-mortems keep the flywheel improving.
How We Measure Ourselves
- Risk-Adjusted Focus: We emphasize drawdown and volatility, not just headline returns.
- Consistency Over Spikes: Smooth equity curves beat roller coasters.
- Process Fidelity: Did we follow the rules? Process adherence is a KPI.
- Max Drawdown: We track and aim to minimize.
- Volatility / Standard Dev: Keeps exposure appropriately sized.
- Hit Rate vs Expectancy: Quality of edge over frequency of wins.
- Time in Market: Exposure adapts to regime.
Position Sizing
Size by volatility and risk budget so no single trade can harm the portfolio disproportionally.
Regime Filters
Trend/ADX/volatility structures help determine when to press or pull back.
Portfolio Constraints
Caps on correlated exposure and total risk maintain balance.
Review & Remediation
When deviations occur, we document, remediate, and adjust the playbook.
We don’t chase headlines. We don’t promise what we can’t control. We don’t confuse luck with process. We compound through clarity, not complexity.
Live vs. Backtest Alignment
We design with the forward path in mind.
Post-Trade Analytics
Every execution informs the next iteration.
Client Reporting
Plain-English updates with the right level of detail.
Ready for a conversation?
We work with a small number of clients who value disciplined growth and transparency.
This material is for informational purposes only and not an offer to buy or sell securities. Past performance does not guarantee future results. Investing involves risk, including possible loss of principal.