Systematic strategies for family offices and institutional investors. Six-dimension market classification. Verified edge. Zero look-ahead bias.
Request a BriefingOut-of-sample walk-forward validated across dot-com, GFC, COVID, and three complete crypto cycles. The same engine. The same signals. A quarter century of market history.
| Regime | Period | Portfolio | S&P 500 | Alpha |
|---|---|---|---|---|
| Dot-Com Crash | 2001–02 | +18.2% | -37.6% | +55.8% |
| Bull Market | 2003–07 | +42.1% ann. | +12.8% ann. | +29.3% |
| Financial Crisis | 2008 | -8.0% | -37.0% | +29.0% |
| Post-GFC Recovery | 2009–16 | +44.3% ann. | +14.2% ann. | +30.1% |
| Crypto Superbull | 2017 | +108.6% | +21.8% | +86.8% |
| Crypto Bear | 2018 | -8.2% | -4.4% | -3.8% |
| COVID Crash & Recovery | 2020 | +67.3% | +18.4% | +48.9% |
| Crypto Superbull | 2021 | +163.0% | +28.7% | +134.3% |
| Rate Shock | 2022 | -13.4% | -18.1% | +4.7% |
| AI Bull | 2023–24 | +36.3% ann. | +26.3% ann. | +10.0% |
| Defensive | 2025 YTD | +19.0% | +12.1% | +6.9% |
Real-time classification across six independent market dimensions. Updated daily from live market data and FRED economic indicators.
Each strategy independently passed 9/9 gates of our validation framework. Factor decomposition confirms pure alpha — not repackaged beta.
Six structurally independent alpha sources. Near-zero cross-correlation verified across all regime states.
To an institutional allocator, a backtest is a liability — not an asset. Our Masterful Validation Engine ensures signals represent structural inefficiencies, not statistical noise.
Markets are non-stationary. Strategies that ignore regime transitions fail at the worst moments.
| Regime | VIX | Yield Curve | HY Spread | Model Behavior |
|---|---|---|---|---|
| Risk-On | < 18 | Normal | Tight | Full exposure. Growth engine maximized. |
| Recovery | Declining | Steepening | Compressing | Momentum acceleration. Crypto rising. |
| Transition | 18–25 | Flattening | Widening | Scaled to 0.25x. Defensive posture. |
| Risk-Off | 25–35 | Inverting | Wide | Full defensive. Gold + bonds dominant. |
| Crisis | > 35 | Steep/inverted | Blow-out | Capital preservation. 50% TLT / 50% cash. |
The same infrastructure behind our permanent capital — available to allocators who need systematic edge without building a full quant team.
Real-time, six-dimensional regime map. Actionable allocation recommendations with historical forward-return distributions. Dashboard, API, or weekly briefing.
Independent, adversarial testing via 7-module Destroyer Protocol. Detects look-ahead bias, overfitting, survivorship bias, and regime dependency. Full TIER classification report.
Custom quantitative strategies for your mandate. Event-driven backtester with zero look-ahead bias by construction. Full walk-forward validation and production signal generator.
Bayesian engine synthesizing prediction markets into scenario analysis. Consensus vs. model vs. base rates with Kelly-optimal sizing recommendations.
Real-time technical analysis engine covering 200+ tickers. Composite scoring (-100 to +100) across trend, momentum, volume, volatility, and pattern dimensions. Automated divergence detection and price target generation. Daily scans with Telegram delivery.
Automated deal sourcing across 5 alternative asset categories. Government surplus, salvage vehicles, tax liens, distressed notes, and digital assets. Florida-first filtering with adversarial quality scoring. A+/A deal alerts within 24 hours.
{
"endpoint": "/api/v1/regime",
"composite": 3.17,
"regime": "NEUTRAL",
"dimensions": {
"crypto": { "state": "BEAR", "score": 2 },
"equity": { "state": "NEUTRAL", "score": 3 },
"credit": { "state": "STABLE", "score": 4 },
"macro": { "state": "GOLDILOCKS", "score": 5 }
},
"allocation": "BALANCED",
"updated": "2026-03-02T06:30:00Z"
}
Systematic deal sourcing across government liquidation, tax liens, distressed assets, and seized property. Five automated scanners with Florida-first filtering and adversarial quality scoring.
GSA, US Marshals, FBI seized property. Automated federal database scanning with real-time alert pipelines across all auction categories.
Copart, IAAI Florida yards. Automated valuation and margin analysis with historical sale price comps and repair cost estimation.
County-level tax lien certificates. 16–25% statutory returns across FL/TX/AZ/GA. Automated county database monitoring and bid optimization.
Performing and sub-performing note acquisitions. Seller Edge Capital partnership ($3M pipeline). Due diligence automation with collateral valuation models.
Expired domains, established websites. Automated DA/traffic scoring with revenue verification and monetization potential analysis.
Alain founded Masterful Capital to bring institutional-grade quantitative research to family offices and allocators who need systematic edge without building a full quant team.
Based in South Florida — at the intersection of traditional wealth management and AI-driven systematic investing — the firm combines multi-asset regime classification, event-driven backtesting with zero look-ahead bias, and a proprietary 9-gate validation engine. The same infrastructure used to manage the firm's permanent capital is available to institutional partners.
A complimentary 30-minute briefing on our current regime classification and what it means for your portfolio. No pitch — just intelligence.
Request a Briefing