Research library
Research publications.
Methodology, backtest, and limitations documentation for each allocation model lives inside the portal alongside the live signal. Standalone research notes are linked below as they publish.
In-portal methodology (live)
Each allocation model has Methodology, Backtest, and Limitations tabs inside the portal. These document the specification, pre-registered acceptance gates, walk-forward split, Carhart factor attribution, robustness grid, stress-regime sweep, and known constraints — the same material a diligence team would request before subscription.
On the publishing roadmap
Stand-alone research notes derived from the four allocation models. Each is in draft from the in-portal methodology material; publication is gated on final external review.
- • US Equity Allocation Model: regime-conditional factor overlays on the cap-weighted S&P 500 (Core + Momentum and Anti-Concentration variants)
- • US Fixed Income Allocation Model: credit-and-rate vote state machine on the 30% overlay sleeve
- • CA Equity Allocation Model: 27-year synthetic backtest of a regime-conditional XIC + XMTM/ZLB allocation
- • CA Fixed Income Allocation Model: HY OAS 60-month z-score discriminator on the XBB + XHY/ZFL/ZSB overlay