Model families overview

Same process, different risk posture.

Alpha

Higher-conviction model guided by our macro view and Alpha/weather risk forecasts.

Core global equity sleeves plus larger thematic ETFs and diversifiers.

Investors who can tolerate bigger swings in positioning while staying systematic.

Not a get-rich-quick product and not a market-timing engine.

Run a balanced implementation of the process with diversified sleeves.

Broad core ETFs, selective factor tilts, and moderate thematic allocations.

Investors who want thematic exposure without the highest-conviction risk profile.

Not a shortcut around discipline and not a promise of fast upside.

Keep macro/thematic participation with tighter risk controls.

Higher share of diversifier and liquidity sleeves with smaller cyclical risk sleeves.

Investors with lower risk tolerance or shorter decision comfort windows.

Not a cash substitute and not immunity from drawdowns.

Review regime inputs at the macro layer (growth, inflation, liquidity, geopolitics).
Check whether each theme still has a valid thesis and risk budget.
Rebalance sleeves when drift, risk concentration, or thesis changes warrant action.
Document what changed, what did not, and what would invalidate each sleeve.

No timing promises. No guaranteed outcomes. Just process and accountability.