Caltropia Research

Bond Regime Model

A signal driven, daily rebalanced bond regime model that aggregates multiple proprietary signals into a unified composite to tactically engage bond exposure and step aside during inflationary regimes, preserving capital when real rates rise

Fund Facts

Data Below From 12/07 to Current

3.98%

An Return

11.62%

Volatility

-23.28%

Drawdown

0.35

Sharpe

Benchmark Facts

2.37%

An Return

15.21%

Volatility

-48.35%

Drawdown

0.15

Sharpe

Current Allocation

TLT, ZB, MWN

Bond Regime Stats

TLT, ZB, or MWN Futures

Historical Performance

Caltropia

Annual Returns

Historical Allocation

Caltropia

Monthly Returns

How to Trade

Long Only

Postion

Daily

Trade Freq

1x

Leverage

TLT/Futures

Asset Type

3:50 PM

Rebalance

Investment Approach

Our approach systematically integrates multiple independent models to construct a dynamic portfolio of bond exposures. Rather than isolating signals like yield curve dynamics, credit spreads, or macroeconomic factors in silos, we aggregate them into a unified investment framework. By blending complementary perspectives such as interest rate trends, volatility regimes, and inflation expectations, we have a model that adapts to changing market environments.

Why Invest In Caltropia's Bond Regime Model

1. Outperform Buy & Hold

Seeks to provide systematic exposure to bonds through a disciplined, multi-factor investment approach. The goal, outperform over investment cycles with less risk

2. Diversity of Model

Relying on a single model or fundamental outlook can expose you to unnecessary risk. At Caltropia Research, our approach is different. Every model is built to incorporate multiple signals and perspectives.

3. Diversity of Time Frame

To avoid overexposure to any single trend or time frame, true diversification requires spreading risk across multiple time horizons.

4. Systemically Applied

Discipline is essential to successful investing. That’s why having robust models—designed to perform across a wide range of market conditions—can be a powerful advantage in maximizing risk-adjusted returns.