Balance, compounding.
Evidence-based optimization, regime-aware rebalancing and radical transparency — for self-directed investors who think in decades, not quarters.
Evidence-driven. Discipline-constrained.
These are not marketing claims. They are operational constraints that govern every feature we build, every optimization we run and every trade we execute.
Evidence-informed, judgment-disciplined
Data guides decisions, but causal reasoning governs them. We require five-year backtests, show Monte Carlo confidence intervals, and never present a strategy as optimal without showing its failure conditions.
Resilient asymmetry
True diversification means assets fail independently, not merely that you hold many. We analyse failure modes across regime states, enforce concentration limits and build portfolios with orthogonal risk exposures.
Adaptive within boundaries
We adapt allocation percentages to market regimes, not investment philosophy. Process evolves; principles do not. Tactical changes happen inside a systematic framework — never from panic or momentum chasing.
Radical transparency
We show you why a rebalance triggered, what the transaction costs are before you confirm, and the uncertainty around any return estimate. No black boxes.
Risk-adjusted return as the goal
We optimize for Sharpe and Sortino ratios, not raw returns. A 10% return at 6% volatility is a better portfolio than a 14% return at 18% volatility. Upside is never maximized at the expense of downside control.
Enduring compounding
The greatest risk is not missing gains — it is interrupting compounding through catastrophic loss, panic selling or excessive turnover. Survival and consistency precede growth.
The frontier moves. We keep the heading.
For any level of risk there is a best achievable return. That boundary shifts with every market regime, so no portfolio sits on it for long. The discipline is in steering toward it — patiently, over years.
Our Hierarchical Risk Parity optimizer clusters assets by correlation before it weights them, so that when one cluster fails, the others do not fail for the same reason. Equal allocation of risk — not of capital.
- US equity VTI32%
- Investment-grade bonds AGG22%
- International equity VXUS18%
- Gold GLD14%
- Commodities PDBC8%
- Cash buffer6%
Illustrative HRP allocation · not investment advice · seven methods available: Max Sharpe, Min Volatility, Risk Parity, HRP, Equal Weight, Black-Litterman, Max Diversification
A systematic loop. Run daily.
You connect your brokerage. You configure the strategy and set your constraints. You authorize the system — and it executes within those bounds, detecting the regime, optimizing the allocation and explaining every decision.
- 01
Connect your brokerage
Securely link Alpaca or Charles Schwab via OAuth 2.0. We read positions, request quotes and submit orders. We never hold assets or store credentials in plain text.
- 02
Design or choose a strategy
Start from proven templates — Risk Parity, All Weather, 60/40 — or build your own with your asset universe, optimization objective and rebalance constraints.
- 03
Backtest before going live
Daily simulation with realistic transaction costs, drift-based rebalancing and Monte Carlo confidence intervals. Five years of history are required before any live deployment.
- 04
Regime detection adapts exposure
A five-state Hidden Markov Model reads nine market indicators daily. When the regime shifts, allocation targets adjust within your guardrails — systematically, not reactively.
- 05
Rebalancing executes the plan
When drift exceeds your threshold, orders are generated and previewed with a full cost breakdown, then executed within the authorization you set. You see every trade and its rationale, before and after it runs.
Markets aren't random. They cycle.
Our model reads nine market indicators — VIX, breadth, put/call ratios, momentum and more — and classifies the environment every day. When the regime shifts, allocation targets move within the guardrails you set in advance.
| Regime | Conditions | Posture | Exposure target |
|---|---|---|---|
| Bull quiet | Low volatility, positive breadth, trending momentum. | Full equity allocation; defensive positions reduced. | |
| Bull volatile | Positive trend persists, but volatility is elevated. | Moderate equity trim; hedges maintained. | |
| Neutral | Mixed signals across indicators. | Balanced allocation; the system waits for confirmation. | |
| Bear volatile | Deteriorating breadth, rising put/call ratios. | Defensive: bonds and cash increased. | |
| Bear stress | Systemic risk signals elevated. | Maximum defensive allocation; drawdown guardrails active. |
Professional-grade tooling. Built for individual investors.
Six systems turn a long-term allocation philosophy into a process that executes every day — transparently, inside the constraints you define.
Multi-broker connectivity No. 1
Alpaca and Charles Schwab via OAuth 2.0 — paper or live, fractional or whole-share — without holding assets or storing credentials.
Seven optimization methods No. 2
From Max Sharpe to Black-Litterman. Each method is explained, and its trade-offs — turnover, concentration, tail risk — are explicit before deployment.
Realistic backtesting No. 3
Daily simulation with transaction costs, drift-based rebalancing and broker-specific execution. Monte Carlo gives 5th–95th percentile outcome ranges.
Regime detection No. 4
A Hidden Markov Model on nine indicators classifies the environment daily and adjusts targets within your guardrails, with the full rationale displayed.
Portfolio monitoring No. 5
Sharpe, Sortino, max drawdown, time-weighted return, sector concentration and ETF look-through across 7,000+ symbols — each metric explained in plain language.
Versioning & attribution No. 6
Every parameter change is versioned. Attribution breaks returns down by asset, period and regime — what worked, when, and why the system acted.
Performance clarity. Without the noise.
Account data, live positions, the active strategy and its risk metrics on a single surface. Sector exposure, ETF holdings and drift are visible at a glance; stop-loss orders are monitored and restored automatically; daily snapshots keep a precise record over any horizon.
- Sharpe
- 1.34
- Max drawdown
- −8.2%
- Ann. return
- +11.8%
Hypothetical illustration. Backtested results do not reflect actual trading and are not a projection of future performance.
Start with the portfolio you have.
Tell us about your portfolio goals and your current broker. We'll reach out with more about early access — connect it, see how a balanced version would have behaved, and decide from there.
By submitting you agree to receive follow-up communications. We do not share your information. Submitting this form does not create an advisory relationship or guarantee access.