Research & Methodology

Data Pipeline & Construction

We use quarterly prices and align every analysis to the longest common history for the assets you select. This avoids misleading comparisons and keeps risk/return metrics consistent across time. Results include total return curves, drawdowns, recovery timelines, and rolling window outcomes on that same common window.

Risk & Scenario Analysis

We quantify what really matters over decades: depth and length of drawdowns, worst years, and realistic outcome ranges. Historical regimes and Monte Carlo scenarios help set expectations you can live with—so you don’t abandon a sound plan at the worst possible time.

Much of the investor underperformance vs. benchmarks comes from behavior during stress. We design the interface and explanations to close that gap—giving you the “why” behind the numbers to stay disciplined.

Diversification & Overlap

More ETFs isn’t automatically safer. Many index funds hold the same top names, creating a false sense of diversification. We x-ray overlap and factor exposures to surface hidden concentrations—so each ETF in your mix has a distinct job.

Optimization (Robust, Parameter-Light)

Our default model is Global Minimum Variance (GMV) using Ledoit–Wolf covariance shrinkage. It’s a sturdy, low-assumption baseline that resists noise and avoids heavy parameter tuning, giving you a clean, defensible allocation starting point. We pair this with clear constraints and full transparency.

Rebalancing Philosophy (Quarterly, Market-Aware)

Rebalancing keeps you aligned with your chosen plan without morphing the strategy. Our quarterly cadence adds a modest, evidence-based overlay (e.g., seasonality and structure signals) that nudges weights within your bounds—never chase fads, never swing the risk wildly. Think “passive with a prudent autopilot.”

You remain in control: each rebalancing note explains the “why,” and you can execute in your own brokerage. The goal is steadier behavior, small buy-low/sell-high effects over time, and fewer regret-driven decisions.

Plain-Language Communication

Advanced analytics, human explanations. Every chart and table includes short takeaways so you don’t need a quant background to understand your path. This clarity is central to sticking with a strategy for 20–30 years.

What We Don’t Do

• We don’t promise to “beat the market” or time turns.
• We don’t hide assumptions—inputs and constraints are disclosed.
• We don’t push strategy-hopping; we reinforce your chosen plan with data.