SWAN Alpha
is a quantitative framework for serious, hands-on investors who want equity-like returns with more controlled risk and drawdowns.
-
Regime SignalsData-driven regime classification that clarifies when conditions favor taking risk—and when they call for defense.
-
Model PortfoliosSystematic portfolio construction and allocation optimization with monthly rebalancing, targeting strong returns with controlled drawdowns.
-
Alpha OverlaysTactical overlays (e.g., pullback and bottom-detection signals) designed to enhance returns without compromising risk discipline. (Coming soon)
Live Regime Signals
Market Regime refers to the prevailing market environment characterized by distinct patterns
of price behavior, volatility, and risk-return dynamics. Our algorithm identifies three regimes:
Bull (favorable conditions for equity exposure), Neutral (mixed signals requiring moderate positioning),
and Bear (defensive conditions favoring cash or low-risk assets). The colored bars below the
SPY price chart show regimes predicted by our algorithm.
Live status
Current Regime: —
Target exposure: —
as of —
Bull Regime
Neutral Regime
Bear Regime
Live SWAN Portfolio Performance
The SWAN Portfolio is a live model portfolio built from a curated set of high‑quality equities. Holdings are selected and rebalanced by our algorithms at each month‑end. Total exposure is regime‑aware: in bear / neutral regimes the portfolio moves to cash, while supportive regimes allow full equity exposure. The chart shows live performance since launch on January 1, 2025 versus SPY Buy & Hold, and the Holdings panel reflects the current portfolio components.
SWAN
(CAGR: –, Sharpe: –, MaxDD: –)
SPY B&H
(CAGR: –, Sharpe: –, MaxDD: –)
Holdings of SWAN Portfolio
Rebalanced on —
| Ticker | Shares | Value | Weight |
|---|
No holdings available.
Disclaimers
- • Portfolio starts with $1,000,000 on 2025-01-01. Rebalance is conducted on the last trading day of each month using close prices. Transaction costs, taxes, or slippage are NOT included.
- • The information and results presented are for research and educational purposes only and do not constitute investment advice or an offer to buy or sell any security or investment product.
- • Past performance does not guarantee future results. Live signals may underperform SPY and may result in losses over any time horizon.
- • Backtests are walk-forward and out-of-sample, assume open-to-close execution, and do not include transaction costs, taxes, or slippage.
Regime-Based Exposure Strategy
Regime-Based Exposure is a rule-based allocation framework that scales equity exposure according
to the prevailing market regime (e.g., Bull 100%, Neutral 50%, Bear 0%), rather than staying fully
invested at all times. The table compares the regime-based approach, driven by our regime signals,
with Buy & Hold and the commonly used MA200 crossover strategy across key risk and return metrics.
In the results shown, the regime-based approach delivers competitive returns with meaningfully
lower drawdowns and volatility, supporting a smoother long-term equity experience.