Private Quantitative Strategies
A systematic approach to global macro, grounded in cycle theory and executed with institutional discipline.
The Edge
Our primary edge is the proprietary decomposition of price action into nested temporal cycles. By extracting dominant periodicities from intraday to multi-year wavelengths, we identify high-confidence turning points grounded in the deep structure of cyclical time.
A researched database of 100+ tickers and ETFs. Every asset must pass our strict criteria for management and structural strength before it is permitted to enter our cycle-trading framework.
Strategic allocation across non-correlated sectors. We utilize a proprietary Waterfall Model to exploit inter-sector dispersion, ensuring execution is always aligned with the prevailing cyclical phase.
We don't trade on "sentiment" or "noise." Conviction is structural because it is built on a researched universe of tickers that have already passed our fundamental requirements. If the math of the Hurst Abstraction aligns with our Capital Rotation model, we execute. If it doesn't, we sit on our hands.
Keeping your capital is the main part of trading, not making money. Preserving capital is the first requirement—the first rule of success. Without strict risk management, everything else is secondary.
"Rule No. 1: Never lose money. Rule No. 2: Never forget rule No. 1." — Warren Buffett
We manage risk per sector across non-correlated groups, hard-capping exposure at 2% per sector. This ensures that even in a sector-wide collapse, the core of our capital remains protected and the equity curve stays intact.
Inquiry
We don't do marketing. If you understand the Hurst cycle and our approach to capital rotation makes sense for your desk, we're open to a technical conversation. No fluff, just the math and the execution.
London · New York