Study how momentum, volatility, correlation and regime signals can be combined into a coherent allocation process with explicit portfolio-level controls.
02 / HORIZON / MULTI-MODEL ALLOCATION
COMBINING
INDEPENDENT MODELS.
Horizon is a portfolio research framework designed to combine several independent sources of evidence rather than depend on one permanent market view.
IN DEVELOPMENT · NO PERFORMANCE RECORD01 / PORTFOLIO OVERVIEW
A DEFINED
MANDATE.
Liquid global equity, index, currency, commodity and rates markets selected for research coverage and implementation quality.
- STATUS
- RESEARCH
- HORIZON
- Tactical to medium term
- PERFORMANCE
- NOT PUBLISHED
01MOMENTUM
02VOLATILITY
03REGIME
04CORRELATION
MODEL OUTPUTCOMBINED ALLOCATIONILLUSTRATIVE RESEARCH ARCHITECTURE
This visualization explains the planned research structure. It is illustrative and does not represent live positions, portfolio weights or investment results.
02 / RESEARCH FOUNDATION
WHAT THE MODEL
EXAMINES.
ENSEMBLE EVIDENCE
Evaluate several models independently before considering their combined portfolio contribution.
REGIME AWARENESS
Study whether model behaviour changes across trend, transition, stress and mean-reverting conditions.
DYNAMIC EXPOSURE
Research how exposure could respond to signal strength, volatility and concentration.
PORTFOLIO RISK
Measure interaction, overlap and drawdown at the total-portfolio level.
03 / RESEARCH PROCESS
FROM IDEA
TO GOVERNANCE.
- 01DEFINE
Specify each model, its variables and expected failure conditions.
- 02EVALUATE
Test each signal independently across markets and environments.
- 03COMBINE
Compare weighting methods without allowing one model to dominate by default.
- 04GOVERN
Set review, concentration and suspension rules before publication.
04 / RESEARCH QUESTIONS
WHAT MUST
BE PROVEN.
- 01
Are the models genuinely independent?
- 02
How do signals behave across regimes?
- 03
When do correlations stop diversifying risk?
05 / RESEARCH LENS
MOMENTUMVOLATILITYCORRELATIONREGIME SIGNALSRISK BUDGETINGLIQUIDITY