Model Portfolios
Macro-driven allocations, backtested on point-in-time data
These are descriptive model portfolios — rules-based allocations driven by the macro backdrop and tested on point-in-time data, so every reading uses only what was knowable at the time. They answer two different questions: how much total risk to carry, and which assets to hold. None is personalised advice, and we report where each one helps and where it does not.
Liquidity Compass
flagshipSets how much gross risk to carry from U.S. net-liquidity quantity and a weekly funding-stress veto, across a leverage-free risk-return ladder. Built for drawdown efficiency.
Regime-Based Portfolio
Shifts which assets it holds with the economic regime — growth, inflation, recession — and reports the allocation historically associated with each.
Descriptive historical models, not personalized investment advice and not a recommendation to buy, sell, or hold any security. Past performance does not guarantee future results.