We research and design concentrated, research-driven portfolio frameworks by modeling global macroeconomic regimes and analyzing trade thesis considerations, such as how price discovery unfolds through market and global events.
We compound capital responsibly by turning high-quality information into decisive action. Pairing deep fundamental conviction with a systematic, continuously updated process, we aim to be the rare manager that is both deeply fundamental and relentlessly data-native.
Our research operates as a live, systematic process rather than a static thesis:
We apply consistent, comparative analysis across assets and regimes, stress-testing exposures against a broad panel of macro and market indicators to identify where risk is mispriced relative to the current environment.
We hold our conclusions with the confidence they've earned — no more. Conviction is treated as a measured quantity rather than a feeling: we commit where the evidence is strong and stay patient where it isn't. Calibration — not certainty — is the goal.
Edge erodes when discipline gives way to emotion. Our framework is systematic by design — turning research into repeatable, rules-based decisions so that conviction, not impulse, drives every position.
We care less about being right often than being right when it counts. Positions are framed to seek favorable asymmetry — containing downside while staying exposed to outsized opportunity — so outcomes compound in our favor over time.
Modern financial markets are ultimately governed by liquidity: where it flows, how quickly it expands or contracts, and which participants are forced to respond when. Most investors underestimate how dominant this dynamic truly is.
Our approach begins with identifying the current macroeconomic regime and modeling how it is likely to evolve — not just at one horizon, but across several. Allocations are probability-weighted across those forward horizons, so position sizing naturally reflects uncertainty and blends as the picture shifts. This lets us express high-conviction macro theses while remaining honest about what we don't yet know.
Markets frequently misprice the time path of price discovery after data release events. We look for information embedded in market behavior before events — in positioning, price action, and options structure — as a leading signal for how that path unfolds. Risk is sized according to modeled certainty, not conviction alone.
Markets aren't just mispriced — they're sometimes fragile: highly sensitive to catalysts that would barely register in a healthier environment. We focus on measuring that sensitivity. The goal isn't predicting when a catalyst arrives; it's understanding how large a reaction one would produce if it did. High fragility plus a regime shift is the setup we're most interested in.
Email: info@singularityarc.com
Location: Phoenix, Arizona