Arbor Portfolio Management applies credit market signals to identify regime shifts and allocate capital with disciplined, rule-based precision.
High-yield credit spreads and equity trend filters classify market conditions daily. Capital allocation is determined by regime, not by prediction or discretionary view.
Every position, rebalance, and hedge follows codified rules. No overrides, no narrative-driven trades, no attempts to predict individual securities or events.
Every component of the framework has a clear economic role and is built on publicly observable market data. Inspectable by design— because investors who understand what is happening are better positioned to hold the strategy through drawdowns.
We do not forecast markets. We respond to them through signals that have priced risk accurately across every major cycle of the modern era.
High-yield credit spreads have led every major equity drawdown since 2000. This piece examines the mechanism—why leveraged balance sheets reprice first—and how systematic frameworks translate that lead time into disciplined positioning.
On the difference between forecasting a market turn and responding to one with rules.
Why the best defensive systems underperform in the calmest years— and why that is a feature, not a flaw.
A critique of factor proliferation and a defense of methodological restraint in systematic investing.
How twenty-year out-of-sample testing separates durable signal from curve-fit artifact.
Non-IRA · Qualified investors
The full tactical expression of the framework. Margin permitted within defined limits, defensive shorting through inverse ETFs, complete regime engine. Designed for taxable accounts where qualified clients seek the framework's full risk-adjusted return profile.
Traditional · Roth · Rollover
The regime engine, expressed within IRA constraints. Long-only execution, no margin, defensive positioning achieved through inverse ETFs and treasury allocation. Same systematic discipline, suitable for tax-advantaged retirement accounts.
Capital preservation focus
The lowest-drawdown variant in the Arbor product family. Reduced equity exposure, expanded commodity and treasury allocation, and a lower leverage ceiling. Designed for clients near or in retirement who prioritize stability alongside returns.
All three strategies operate under the same regime detection framework and systematic execution discipline. Differences reflect account-type constraints and risk-profile calibration. View structural details →
Backtested results, monthly returns, drawdown analysis, validation methodology, and live trading data are available to qualified prospects upon request, accompanied by the regulatory disclosures required under the SEC Investment Adviser Marketing Rule.
Hypothetical performance has inherent limitations and is provided to investors with the financial sophistication to independently evaluate it.
For qualified investors considering a systematic allocation, we offer an initial thirty-minute discussion of methodology, structure, and fit— without obligation.
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