Four pre-registered allocation models, on a single research portal.
Vercis does not manage your money, custody assets, or execute trades. It produces signal output and methodology documentation that your investment committee integrates into existing decision making. Four pre-registered allocation models cover the US and Canadian equity and fixed-income sleeves, supported by an Event-Risk NAV simulation, a hedging-timing dashboard, a regime monitor, a crash-response reference, a factor explorer, and portfolio measurement.
Talk to the founder about the Founding Client program. See engagement structures.
A founding cohort of five family offices is open now at introductory pricing (see Engagements). Each allocation model is pre-registered with a frozen specification and a published forward-OOS evaluation date.
Four products. Pre-registered. Forward-OOS firewalled.
US Equity Allocation Model
70% S&P 500 core (SPY for Core + Momentum, RSP for Anti-Concentration) with a 30% regime-conditional factor overlay. Core + Momentum tilts the overlay to MTUM (default) or USMV (defensive). Anti-Concentration tilts to a dynamic top-7 megacap basket (default) or USMV (defensive). 149-month in-sample window.
Both variants pass all five pre-registered acceptance gates.
US Fixed Income Allocation Model
70% AGG core + 30% overlay rotating between HYG (carry default), TLT (rate-favorable), and BIL (defensive) on a credit + rate vote state machine. 220-month window. Production deployment 2026-05-25; forward-OOS clock starts 2026-06-01.
H1 acceptance test re-evaluates 2029-05-26.
CA Equity Allocation Model
70% XIC core + 30% overlay rotating between XMTM (default) and ZLB (defensive) on a US-anchored macro stress trigger. 27-year synthetic backtest. Production deployment 2026-05-31.
Four of five pre-registered acceptance gates pass; Sharpe miss documented as structural.
CA Fixed Income Allocation Model
70% XBB core + 30% overlay across XHY (carry default), ZFL (rate-favorable), and ZSB (defensive). HY OAS 60-month z-score discriminator drives state transitions. Production deployment 2026-05-25.
H1 acceptance test passes at Bonferroni-corrected α = 0.0167.
Macro context, tail-risk simulation, and portfolio diagnostics.
Forward NAV simulation.
Gate-aware Monte Carlo across all four allocation models, conditioned on live Kalshi + Polymarket event probabilities. 30,000 paths per portfolio, 126-day horizon.
When protection is cheap.
VIX percentile, term structure, SKEW signals. Composite hedge-attractiveness traffic light. SPX put-spread and VIX call-spread structures with an explicit rebalance reference.
Macro regime classification.
Equity-bull, credit, and duration regime scores 0–100 with 90-day history. Surfaces the macro context behind the allocation-model state machines.
Stage-aware playbook.
Five-stage reference from normal to capitulation. Quiet in normal regimes; active in drawdown. Tied to SPX drawdown + VIX inputs.
Factor cohort browser.
Interactive exploration of the factor cohorts feeding the US Equity overlay sleeve, with regime-conditional rotation history.
Measure your book.
Equity factor decomposition. Fixed-income duration, credit and geography profile. Pure measurement of your own holdings, with no model comparison and no recommendation.
From sign-up to integrated signal in four steps.
- 1
Sign up (self-serve during beta)
Self-serve sign-up at /sign-up creates a portal account immediately. Institutional inquiries route through the contact form on /request-access.
- 2
Review the methodology pages
Each allocation model has Methodology, Backtest, and Limitations tabs. Pre-registration documents, acceptance-gate results, walk-forward split, Carhart attribution, robustness grid, and known constraints are all in-portal.
- 3
Track the live signal states
Each model publishes monthly with state, allocation, defensive-trigger inputs, and a state-aware analyst note. Email alerts on state transitions are queued.
- 4
Measure your book
Upload an equity or fixed-income portfolio and receive factor / duration / credit / geography decomposition of your own holdings. Pure measurement, no model comparison and no recommendation.
Independent. Systematic. Framework-driven.
Vercis is a paid research subscription for qualified institutional clients, opening with a founding cohort of five. For institutional partnership inquiries, custom engagement questions, or pre-subscription due diligence, the contact form on /request-access routes to the research principal.