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The Funds

Two strategies, one disciplined, data-driven approach.

Systematic, machine-learning-driven portfolios built to grow — and protect — capital across market cycles.

Risk-Managed Strategy

Focus Alpha Rotation Fund

Designed to strategically grow and protect capital. The model dynamically shifts between an offensive risk-on portfolio and a defensive risk-off portfolio in the U.S. market — using advanced machine learning to predict positioning and guard against downside volatility.

U.S. MarketRisk-On / Risk-OffDownside ProtectionDynamic Optimization

Inside the strategy

Dynamic risk rotation

Leverages historical market data, proprietary momentum and technical indicators, and dynamic optimization to move between risk-on and risk-off portfolios.

Predictive feature set

Volatility indices, sector-performance metrics, and sentiment analysis sit among hundreds of feature inputs, paired with specialized risk and volatility assessments.

Big-data predictive power

Heavy data aggregation identifies conditions predictive of impending negative volatility, with insight drawn from eight distinct machine-learning models.

Incubator Fund

Santa Rosa Investment Fund

A diversified U.S. equity strategy — with room to expand into global equities — built to generate strong risk-adjusted returns over the medium and long term.

U.S. EquitiesSystematicRisk-AdjustedMedium & Long Term

Inside the strategy

Multi-horizon alpha generation

Sophisticated feature analysis across a range of investment horizons drives the search for alpha.

Rich, blended data inputs

Fundamental financial-statement data, momentum and technical indicators, proprietary price-based signals, and alternative data.

Continuous risk management

Expected portfolio volatility and a broad set of risk metrics are evaluated against both historical analysis and live markets.

Focus Alpha Rotation Fund

The power under the hood.

Predicted index components, ETFs, and risk assessments flow through a sophisticated optimizer to produce a balanced, factor-aware portfolio — benchmarked against the broad U.S. market.

Inputs
Predicted Index Components ETFs Risk Assessment Factors Exposure Volatility Dynamic Beta
Optimizer
Dynamic optimization
Balanced Portfolio
Smoothed returns · limited factor risk

Risk-On positioning

When the signal reads constructive, the portfolio tilts toward growth-oriented exposures and long AI predictions to participate in market upside while remaining nimble.

Risk-Off positioning

When elevated downside volatility is flagged, the model rotates into more defensive assets and hedges, dialing back exposure to help protect capital.

This website is for informational purposes only and does not constitute an offer to sell or a solicitation of an offer to buy any security or interest in any fund. Any such offer will be made only through definitive offering documents to qualified investors. Fund terms are indicative and subject to the applicable offering documents. Investing involves risk, including the possible loss of principal; past performance is not indicative of future results.

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