Alpha US Macro Strategy
Systematic US multi-asset rotation that adapts to the economic season — growth, inflation and sector leadership.
Alpha US Macro is a systematic US multi-asset strategy that adapts to the economic season. Each month it reads where US growth and inflation are heading, and moves the portfolio between sector ETFs, gold, Treasuries, commodities and cash to suit that environment. In expansions it invests in the sectors that have historically led in the same kind of economy; when growth slows while inflation rises, it steps fully out of equities. By following the economic cycle rather than predicting it, the strategy seeks to participate in strong markets while limiting the damage of difficult ones.
Decoding our algorithms
- Macro Season Detection
Assesses the direction of US growth and inflation to identify the prevailing economic season: Spring, Summer, Fall or Winter.
- Seasonal Asset Allocation
Adapts the portfolio to the economic environment, rotating across sector ETFs, gold, Treasuries, commodities and cash. It becomes defensive when growth weakens and inflation remains high.
- Seasonal Sector Leadership
Identifies sectors with a history of performing well in the prevailing season and positions the portfolio to reflect that leadership.
Criteria for selection
- Historical Performance
Compares sector and industry ETFs based on how they have performed against the broader US market in similar economic seasons.
- Data Quality and Reliability
Uses funds with sufficient historical information for meaningful comparisons. Where history is limited, momentum-based selection provides an alternative.
- Diversification and Discipline
Combines selected sector ETFs with complementary assets such as gold, commodities and Treasuries. Regular reviews and rebalancing help keep the portfolio aligned.
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| Key Risks | Mitigating Strategies |
|---|---|
| Equity Market Risk : Potential decrease in value due to external factors. | Stop-Loss : Protects against sudden market downturns |
| Momentum Strategy : may sometimes experience drawdowns in search of high momentum stocks. | Rebalancing : Ensures consistent asset class diversification |
| Industry Concentration : Sector-specific vulnerabilities. | Model Testing : Prior validation for live trades |
| Foreign Investment Risk : Currency fluctuations, political instability, & regulatory changes. |
Frequently asked questions
