Institutional regime-switching architecture for long-cycle capital resilience and crisis monetization.
Private institutional package available following qualification.
Adaptive Capital Architecture (ACA) is a fully systematic regime-switching architecture. Capital is allocated between a growth regime and a protective regime based on an objective, rules-based macro signal — with no discretionary decisions and no fitting of rules to historical outcomes.
Architecture parameters and signal mechanics are disclosed within the institutional documentation package.
Liquid exchange-traded instruments only. No OTC derivative overlay, no ISDA. The full regime architecture, executed through standard exchange and custodial infrastructure.
ACA Pure plus an additional overlay within a pre-defined risk budget, activated in Regime 2 for crisis monetization. Requires ISDA/CSA.
Primary period (Oct 2003 – May 2026): in the model backtest, the architecture is compared against the S&P 500 Total Return across the same historical window.
| CAGR | Max Drawdown | Sharpe | |
|---|---|---|---|
| S&P 500 TR | 10.94% | −50.96% | 0.66 |
| 60/40 SPX/Bond | 8.22% | −26.09% | 0.73 |
| All Weather | 7.49% | −21.07% | 0.77 |
| ACA Pure | 13.78% | −25.07% | 0.96 |
| ACA Institutional | 15.68% | −23.71% | 0.89 |
Full comparative table — 8 portfolios, 4 periods — available in the documentation package.
Extended testing across a 73-year horizon (April 1953 – May 2026, 878 monthly observations across four overlapping periods) confirms the same directional result. From 2003 onward, the architecture is tested on live market data across all components; earlier periods extend coverage through calibrated historical proxies. The signal construction contains no look-ahead. All key results are confirmed through computational verification and are available in the closed institutional package, including the Python model and separate Excel/VBA audit workbooks.
A four-tier documentation package — 19 documents — structured around the institutional review process.
Includes methodology, testing results, sensitivity analysis, verification materials, a due diligence Q&A, mandate memo, and fee schedule.
Available following qualification.
Institutional investors only. Materials available following qualification.