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Caltropia Research

Control Your Investments.

Investment Evolved

A New Focus

Our Mission

Caltropia Research is a forward thinking investment research firm dedicated to growing your capital through robust quantitative strategies. Our models are designed to maximize risk adjusted returns across multiple time frames and asset classes, all in an accessible format you can run and manage yourself.

Our Vision

Empower investors with sophisticated, data driven strategies that maximize risk adjusted returns across markets delivered in a transparent, intuitive format anyone can manage with confidence.

About Me

I spent the early part of my career at a leading global investment management firm, where I conducted in depth investment research and analysis to support portfolio construction and generate actionable insights. For the past decade, I have successfully founded and run my own investment management business for Family and Friends, delivering tailored quantitative strategies to a diverse client base delivering strong risk adjusted returns.

Investment Approach

Engineered for resilience, our robust portfolios minimize risk through smart diversification and are optimized for long-term growth.

1. Diversity of Model

Relying on a single model or rigid outlook can leave portfolios vulnerable to blind spots. At Caltropia Research, we take a smarter approach. Each of our models blends multiple signals and perspectives to reduce risk and strengthen conviction.

2. Diversity of Strategy

Relying on a single strategy to manage risk can prove counterproductive, magnifying exposure to left-tail events and increasing the likelihood of outsized losses. Diversification across approaches is essential to resilience.

3. Diversity of Time Frame

True diversification means more than just asset variety and number of holdings, it requires spreading risk across multiple time horizons. Overreliance on a single trend or time frame can unbalance a portfolio and elevate overall risk exposure.

4. Diversity Throughout

Asset weighting is key to improving risk-adjusted returns. But true diversification isn’t about owning thousands of stocks or dozens of ETFs. Over diversifying can dilute performance without effectively or even reducing risk.

5. Systemically Applied

Discipline is foundational to successful investing. That’s why we rely on robust, adaptable models built to navigate a wide range of market conditions. This structured approach offers a powerful advantage in the pursuit of consistent, risk-adjusted returns.

Learn About Our Strategies

Our robust portfolios are systemically designed to minimize risk and optimize risk adjusted returns

Enjoy Lifetime Access to Two Strategies, Free with Early Signup

Performance Metrics Below Updated Monthly

Managed Futures Equal Weight (Free with Signup)

Objective: Deliver diversified, uncorrelated returns by systematically capturing trends across global futures markets while actively managing risk. Comparable or better than many leading Managed Futures Strategies.

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S&P 500 Daily Rebalance (Free with Signup)

Objective: Beat the S&P 500 with lower volatility and higher returns. Dynamically increasing and decreasing exposure when needed to manage risk before you see or need it.

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S&P 500 Aggressive Daily Rebalance (Paid Coming Soon)

Objective: Beat the S&P 500 with lower volatility and higher returns while selling rips when you don't want to and buying dips when to afraid.

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Bond Regime's Model (Paid Coming Soon)

Objective: Beat Long Term Holdings in Bonds, with less risk, higher returns and less drawdowns and with inflation protection.

YTD:
TBA
CAGR:
TBA
Volatility:
TBA
Max DD:
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Sharpe Ratio:
TBA

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Relative Value Volatility (Paid Coming Soon)

Objective: The Strategy seeks to generate attractive, risk adjusted returns by trading VX Futures To Long Front Month Volatility and Short Mid Month Volatility or vice versa.

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Volatility Regimes (Paid Coming Soon)

Objective: Long or Short or Both, Volatility Front Month Contracts to reduce risk in your overall portfolio and trade vx futures to generate a diversified set of returns.

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Volatility Tail Risk (Paid Coming Soon)

Objective: Provide cost-efficient tail risk protection by using deep out-of-the-money puts that deliver outsized payoffs during extreme volatility events.

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Multi Strategy Regime Model (Paid Coming Soon)

Objective: Blends 4 Robust Regime Models to Outpeform the S&P 500 with significantly less risk, drawdowns and volatility.

YTD:
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Multi Strat (Paid Coming Soon)

Objective: Blends US Core Equity, Long Short Equity, Managed Futures, and Relative Value Volatility to outperform the S&P 500.

CAGR:
TBA
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TBA
Max Drawdown:
TBA
Sharpe Ratio:
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Managed Futures Systematic (Paid Coming Soon)

Objective: Deliver diversified, uncorrelated returns by systematically capturing trends across global futures markets while actively managing risk.

CAGR:
TBA
Volatility:
TBA
Max Drawdown:
TBA
Sharpe Ratio:
TBA

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Sector Regime Model (Paid Coming Soon)

Objective: Long certain sectors during specific market regimes in which those sectors outperform and have no allocation to those that underperform the market in those regimes.

YTD:
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Max DD:
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Bitcoin Regime Model (Paid Coming Soon)

Objective: Identify Bitcoin market regimes and dynamically adjust exposure to optimize risk-adjusted returns and manage drawdowns.

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Core Active Equity (Paid Coming Soon)

Objective: Achieve superior risk-adjusted returns by actively selecting core equities and employing a proprietary algorithm to optimally weight assets.

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Long/Short Active Equity (Paid Coming Soon)

Objective: Generate alpha by taking long and short positions across global equity markets using a proprietary algorithm to optimize weights and dynamically manage risk.

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Long/Short Equity Neutral (Paid/Data Coming Soon)

Objective: Generate consistent alpha through market-neutral long and short equity positions using a proprietary algorithm to optimize weights and manage risk.

YTD:
TBA
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Max DD:
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Sharpe Ratio:
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Core Equity Value Factor (Paid Coming Soon)

Objective: Generate superior risk-adjusted returns by selecting core equities with a value focus and applying a proprietary weighting algorithm alongside a proprietary value-factor model to optimize exposure and manage risk.

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International Active Equity (Paid/Data Coming Soon)

Objective: Deliver enhanced risk-adjusted returns by actively selecting international equities and employing a proprietary algorithm to optimize weightings and manage risk.

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China Core Equity (Paid Coming Soon)

Objective: Deliver superior risk-adjusted returns by actively selecting Chinese equities and employing a proprietary algorithm to optimize weightings and manage risk.

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Mexico Core Equity (Paid/Data Coming Soon)

Objective: Deliver superior risk-adjusted returns by actively selecting Mexican equities and employing a proprietary algorithm to optimize weightings and manage risk.

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Macro Long Only (Paid/Data Coming Soon)

Objective: Employ regime model insights to build a diversified long-only portfolio across global markets, focusing on secular growth themes and disciplined risk management.

YTD:
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Intraday Long/Short Equity (Paid/Data Coming Soon)

Objective: Exploit intraday market inefficiencies through algorithmic long and short positioning, coupled with real-time risk controls, to deliver consistent short-term alpha.

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Japan Core Equity (Paid/Data Coming Soon)

Objective: Build a concentrated long-only portfolio of Japanese equities using a proprietary weighting algorithm to target sustainable growth and attractive risk-adjusted returns.

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Gold Regime Model (Paid Coming Soon)

Objective: Identify gold market regimes and dynamically adjust exposure to optimize risk-adjusted returns and manage drawdowns.

YTD:
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