The Defensive Small Cap Composite publishes a standardized 15-name U.S. small-cap model output every two weeks, together with model changes, methodology notes, and historical simulation context for independent research review.
The publication is impersonal, standardized, and not tailored to any reader, account, mandate, or portfolio. It does not provide account-specific sizing, portfolio review, trade execution instructions, or implementation guidance.
Not a public fund pitch. Not personalized advice. A standardized systematic research publication for independent review.
The Defensive Small Cap Composite is a standardized systematic U.S. small-cap research publication. It is designed to provide a consistent, repeatable model-output framework rather than personalized investment advice, portfolio-management services, or implementation guidance.
Each issue presents the same research output to all readers, including the current 15-name equity model, changes since the prior issue, defensive overlay status, and concise process-level commentary. Readers seeking a performance-focused summary can review the Research Overview, while the methodology companion provides additional detail on universe design, ranking logic, retention discipline, and risk controls.
Filtered U.S.-listed small-cap equities only, with liquidity, reporting-quality, and business-quality controls applied before ranking begins.
Five defensive RBICS sectors, a structural 25% defensive overlay — 15% U.S. fixed-income ETF exposure + 10% precious-metals ETF exposure — and a capital-preservation orientation throughout the process.
Delivered as a standardized biweekly research publication for independent review. It is not customized for any reader, account, mandate, or portfolio.
Selected hypothetical backtest* metrics are shown for initial review. Full calendar-year results, stress-period outcomes, and formal disclaimers are provided in the Research Overview.
Selected reference points are shown here for first-pass research screening only. Results are hypothetical, unaudited, and do not represent live trading, client performance, or future results. Russell 2000 figures are presented for context only, not as a formal benchmark claim.
Selected stress-period outcomes from the teaser:
Selected stress periods are shown to illustrate model behavior during several major market disruptions. They do not represent the full range of possible outcomes. The complete calendar-year record is shown in the Research Overview.
Any publication access fee would reduce returns if treated as an implementation cost. Implementation costs for any reader who independently uses or replicates the model output may differ materially and are solely the reader's responsibility.
Core documents for reviewing the publication framework, historical simulation, methodology, and sample issue format.
The concise overview document. Use this for the backtest record, research publication framework, selected stress periods, and formal disclaimers.
The technical companion page. Open this only if you want universe design, sector architecture, factor families, sell discipline, equity-model volatility exit rule, and execution assumptions.
A retrospective sample showing the exact format of a standardized biweekly Defensive Small Cap Composite issue: model output table, changes log, sector mix, and publication-level notes.
Three standardized biweekly issues are available for evaluation of the publication format, cadence, model output structure, and supporting documentation.
The Defensive Small Cap Composite may be made available through a no-cost 3-issue sample sequence. Sample readers receive the same standardized biweekly research publication over approximately six weeks, together with the research overview and methodology materials. The purpose is to let readers evaluate the publication, cadence, documentation, and methodology before any paid access is considered.
After the sample sequence, ongoing quarterly publication access is provided under the same standard terms and publication schedule for all subscribers. The research is impersonal in nature and is not intended to provide personalized investment advice, suitability analysis, account-specific sizing, mandate-specific guidance, implementation guidance, or portfolio-specific recommendations.
Mr. Arana is a seasoned investment professional with more than 20 years of experience across investment management, portfolio construction, monitoring, market analysis, and investment decision support, together with 10 years focused on systematic equity research.
His background combines fundamental and technical analysis, portfolio construction discipline, and a process-driven approach to risk control and systematic research.
He is also the author of Quantitative Investing Made Easy, a practical introductory ebook on quantitative investing.
For a 3-issue sample sequence, documentation review, or methodology questions, email directly.