Systematic Balance-Sheet Resilience & Quantitative Alpha Feeds
We ingest and filter the global public equity universe, applying rigorous minimum average daily volume (ADV) and liquidity thresholds. Illiquid or micro-cap equities are permanently barred from model ingestion.
Equities are evaluated across 8 quantitative factors, enforcing rigorous Altman Z solvency, Piotroski F quality, and Beneish M fraud screening.
Capital is allocated across a Defensive/Conviction long pole paired with structural short alpha hedges, backed by a 60% High-Water Mark CPPI floor.