About Us
We are an independent research provider offering tactical asset allocation solutions to institutional investors. Our approach is anchored in a proprietary regime-based asset allocation framework—a rules-based method for classifying market environments using over 35 years of historical data.
The framework enables investors to dynamically adjust allocations across regimes, with the goal of enhancing risk-adjusted returns.
Research Process
Our regime classification models are built on market-based indicators that reflect investor expectations around inflation, growth, and risk. The framework captures durable market patterns observed over decades of data and allows us to segment environments into regimes with statistically distinct characteristics.
By analyzing how asset classes, sectors, and styles behave within each regime, the framework provides a powerful lens for constructing forward-looking asset allocation strategies that are both responsive and robust.
Services
We offer our research in two primary formats:
Regime-State Updates
For investors building their strategies, we provide monthly (or more frequently, if necessary) regime classification reports, including:
- The current market regime
- Expected return and risk characteristics for each regime
- Historical context and regime transition insights
Model Portfolio Service
Our model portfolio subscription includes:
- Ready-to-implement, rules-based portfolios
- Ongoing updates when allocations shift
- Models tested across multiple decades and market cycles
All strategies are fully rules-based and backed by evidence.
Custom Mandates
If you have specific requirements beyond our standard models, we welcome conversations about how our regime framework can be adapted to your goals.