Portfolios that express the framework in practice.
ARC compounds. HYS preserves liquidity and optionality. AG adds bounded upside.
These pages are best read as reference implementations of the framework rather than prescriptive allocations. They show how the sleeve architecture becomes a usable system with role clarity, defined tradeoffs, and explicit constraints on risk.
- Treat them as reference implementations of the sleeve architecture.
- Start with ARC to understand the system’s core design.
- Use HYS and AG to see how stability and optional upside are separated on purpose.
Dividend yield, expense ratio, and holdings are derived from periodically published holdings data for transparency, consistency, and reproducibility across updates.
Each sleeve has a distinct job so objectives do not conflict inside one allocation.
ARC sets the context. HYS and AG are adjusted independently inside defined sizing rules.
Concentration is managed at the sleeve level so no single position or theme unintentionally dominates the full system.
How ARC, HYS, and AG function as one coordinated system
The sleeve pages are most useful when read as one system rather than three separate allocations.
The framework is designed so different objectives can live inside one portfolio without competing for the same job.
ARC is the long-horizon core designed for systematic compounding. HYS is designed to preserve liquidity and reduce decision pressure. AG adds optional upside, but only at a size that cannot destabilize the full system.
Long-horizon engine for durable, rules-based compounding.
Dry powder and liquidity buffer for flexibility under stress.
Capped upside sleeve for nonlinear winners without breaking discipline.
ARC is the anchor allocation because it carries the portfolio’s core compounding objective.
HYS is sized around liquidity needs, flexibility, and behavioral resilience.
AG is explicitly capped so upside remains additive rather than destabilizing.
New contributions primarily reinforce ARC, keeping the core system consistent by default.
HYS is replenished after deployments so optionality is preserved rather than depleted.
When expected returns improve, capital can move from HYS → ARC/AG under predefined rules rather than reactive discretion.
When the evidence is mixed, the default is stay steady, not chase noise.
Tilts should be small, gradual, and defensible in plain language.
Rebalancing should follow schedule and process rather than headlines and impulse.
ARC compounds. HYS preserves optionality. AG provides controlled upside. The goal is not to make every sleeve do everything, it is to make each sleeve do one job well.
Explore the sleeve pages
The sleeve pages below show reference implementations of the framework. They illustrate how the architecture can be expressed in practice rather than prescribing a single portfolio for all investors.
💎 Adaptive Regime Core (ARC)
A factor diversified core enhanced with a macro overlay. Built to interpret inflation, liquidity, and risk regimes while supporting long-term compounding.
- US equity blend + global diversification
- Systematic regime interpretation
- Small tilts, consistent execution
Metrics are computed from published composition snapshots for display purposes and may be delayed or differ from brokerage-reported figures.
💰 Higher Yield Savings (HYS)
Designed to generate yield while maintaining stability and liquidity.. Serves as dry powder for future opportunity.
- Cash-like instruments and short duration focus
- Income with low volatility
- Optional inflation protection
Metrics are computed from published composition snapshots for display purposes and may be delayed or differ from brokerage-reported figures.
📈 Asymmetric Growth (AG)
A controlled allocation to high-growth and emerging themes. Position sizing and rebalancing aim to capture upside while limiting impact on the core portfolio.
- Speculative growth leaders
- Next-generation disruptors
- Rules based risk containment
Metrics are computed from published composition snapshots for display purposes and may be delayed or differ from brokerage-reported figures.
Next steps
Start with the rationale if you want to understand why the ARC architecture looks the way it does. Go straight to the portfolio page if you want the implementation details, composition, and role of each sleeve in practice.
This site is research and education. Signals and allocations are informational—not trading instructions or investment advice.