SYSTEMATIC TACTICAL EQUITY INVESTING
Core Strategies That Adapt
So You Can Stay Invested With Confidence
Poineering the Use of Mathematical Processes to Index Linked Securities
Over the past few decades, liquidity has migrated from stocks to index linked products like ETFs and index futures. These products are widely used by institutional investors to control market risk and implement investment programs. We use data from this ecosystem to develop and manage systematic equity strategies that add value taking long and short positions in the most liquid U.S. listed ETFs and futures contracts.
Investment Approach
01.
Focused On Markets
Most equity managers focus their research on stock level returns. Market returns are 2nd order or even 3rd order priorities. We have a wider aperture and focus our research on market level returns.
02.
Dynamic & Adaptive
Equity markets move through distinct volatility regimes, each presenting different return opportunities. Our systematic strategies adapt long and short exposure to changing market conditions, seeking to capture opportunities across market cycles.
03.
Driven By Original Research
Our proprietary models and algorithms determine market positioning. We conduct original research to develop and refine trading signals, optimize capital allocation, minimize transaction costs, and improve tax efficiency.
04.
Automated
We seek to eliminate human error in our daily processes. Our processes are automated with computer code as much as possible.
Adaptive Capital Strategy
01.
Investment Objectives
The strategy has 3 objectives:
-
Deliver positive calendar year absolute returns.
-
Outperform the combined liquid developed and emerging market universe over a market cycle with lower drawdown in bear markets.
-
Provide a return stream with the potential to increase investor's total fund risk adjusted return.
02.
Target Target Target Market
Index Exposure Allocations Exposure
S&P 500 Index
NASDAQ 100 Index
Russell 2000
MSCI EAFE
MSCI Emerging Markets
35%
20%
10%
25%
10%
133%, -33%, 0%
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03.
Trading
Vehicles
ETFs and Index Futures
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The strategy is globally diversified. It targets the 5 indices (or may trade equivalent or substantially similar indices) highlighted in section 02. The strategy uses internally developed software—Alpha Systems—that combine data, models and algorithms that seek to optimally allocate capital, long and short, to individual index linked securities across different market volatility regimes. The strategy level percentage exposure target for each index is fixed and will rarely change. The long short market exposure for any index is 133% of target capital, -33% or 0%. The strategy has maximum and minimum exposure boundaries of 133% of capital and -33% of capital. Historical model portfolio performance and risk data is available upon request.
ETF:
1. ETF available from Rareview Capital
SMA:
2. We offer institutional separately managed accounts
U.S. Adaptive Capital Strategy
01.
Investment Objectives
The strategy has 3 objectives:
-
Deliver positive calendar year absolute returns.
-
Outperform the S&P 500 Index over a market cycle with lower drawdown in bear markets.
-
Provide a return stream with the potential to increase investor's total fund risk adjusted return. We define risk as capital loss.
02.
Target Target Target Market
Index Exposure Allocations Exposure
S&P 500 Index NASDAQ 100 Index
Russell 2000 Index
60%
30%
10%
133%, -33%, 0%
03.
Trading
Vehicles
ETFs and Index Futures
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The U.S. strategy targets the 3 U.S. indices (or may trade equivalent or substantially similar indices) highlighted in section 02. The strategy uses internally developed software—Alpha Systems—that combiine data, models and algorithms that seek to optimally allocate capital, long and short, to individual index linked securities across different market volatility regimes. The strategy level exposure target for each index is fixed and will rarely change. The dollar market exposure for any index is 133% of target capital, -33% or 0%. The strategy has maximum and minimum exposure boundaries of 133% of capital and -33% of capital. Model portfolio performance and risk data is available upon request.
SMA:
We offer institutional separately managed accounts
About RegimePilot
Overview
Our Story
RegimePilot is an quantitative asset management company that focuses exclusively on sources of market risk and return. Our work uses scientific principals and consists of developing algorithms to identify patterns in data to predict market movements.
Our Vision
Our north star is earning and maintaining our client's trust. We seek to accomplish this by providing exceptional portfolio returns over multiple market cycles.
Founder & CIO
Rod Jones founded RegimePilot in 2020. He is principally responsible for the models, analytics and coding that drive the returns for the firm's strategies. Before that, he served as the Head of North America for the Index Strategies division at Deutsche Börse Group. Prior to this role, he led the Hedge Fund Client Coverage Group at Barra Inc., the equity portfolio analytics organization at MSCI, where he collaborated with some of the world's top funds.