Legacy Allocation · New Models
The same rotation and volatility control technology, applied to new universes
The philosophy does not change: when the market deteriorates, cash takes over. What changes is the universe on which the decision engine operates.
Legacy Allocation extends its rotation logic, regime adaptation and volatility control to new models, maintaining focus on operational discipline, transparency and capital protection.
Philosophy
Rotate only when a statistical edge exists and avoid staying invested out of obligation.
Risk control
Cash is not a plan B: it is an active position when the environment stops rewarding.
Format
Executable, comparable and traceable models, with professional risk assessment and relative behaviour.
Shared architecture
What all the models have in common
What makes these models powerful is not the universe itself, but the way they manage exposure, volatility and market presence when evidence deteriorates.
Smart rotation
The system seeks to be only where there is a statistical edge and avoids “having to be invested” out of obligation.
Cash as the primary tool
It is not a secondary defensive resource, but an active risk control position when the environment does not support participation.
Regime adaptation
Aggressiveness adjusts to context: calm markets, nervous markets and clear deterioration environments are not treated equally.
Executable signals
Decisions are made with closing data and executed in the next session, with no backtest artefacts or look-ahead.
Full transparency in reporting
Equity vs benchmarks, drawdowns, days in market vs cash, operational frequency and risk metrics such as VaR/CVaR.
Same logic, different engines
The technology does not depend on a single asset: it adapts to new universes maintaining the same framework of discipline and capital survival.
Model 1
Bitcoin vs Nasdaq Rotation
IB1T ↔ EQQQ ↔ EURTwo assets with opposite personalities, plus a clear brake
A model designed to capture large trends in two very different universes: Bitcoin as an asset for explosive phases and high volatility, and Nasdaq/technology as a structural growth engine, but vulnerable to deep shocks.
When the context stops being favourable, the system can move to EUR and wait. The priority is not to “always be invested”, but to participate when the regime supports it and reduce exposure when it stops doing so.
What this combination provides
Real diversification by drivers: technological growth vs alternative asset. Participation in rallies without being tied to a single asset. Defensive capability when filters detect deterioration or extreme volatility. An orderly way to alternate between two very different return engines, with cash as the operational brake.
Model 2
Multi-ETF Rotation
5 ETFs ↔ CASHA multi-engine model that seeks the leader of the universe
This version broadens the playing field to a diversified ETF universe. Instead of forcing exposure, the system dynamically selects the strongest ETF at each moment. If none present favourable conditions, the portfolio moves to cash.
What makes it different
Dynamic “winner” selection: the strategy does not predict, it reacts and aligns with the segment that leads. Built-in noise filter: mechanisms to reduce unnecessary rotation and avoid changes for small differences or inconsistent signals. Stop per trade: each entry is protected by a per-trade risk control that resets upon entry. Cash when there is no signal: the portfolio can remain in cash if the universe does not offer a clear opportunity.
Professional reading
This model does not try to guess which will be the next winning ETF. It waits for clear leadership to emerge, enters when the evidence is sufficiently robust and exits when the risk/return relationship stops being compensated.
Technological coherence
Why these new models fit the same technology
The main strategy has already demonstrated the core principle: it is not about guessing, but about rotating towards where there is strength or trend, reducing risk when the regime changes and using cash as an explicit tool to limit capital destruction.
IB1T / EQQQ / EUR
Alternates between two high-intensity and volatile assets, with a clear brake when the context stops rewarding.
5 ETFs + cash
Builds an opportunity radar and enters only where there is leadership, avoiding getting stuck in the wrong ETF.
Same philosophy, broader reach
The process logic does not change: the universe on which it is applied changes. Discipline, volatility control and the function of cash remain the same.
Request access to the new models documentation
Models applied to new universes with the same rotation logic, risk control and professional traceability.
Important legal information
Legacy Allocation presents a quantitative tactical allocation model for exclusively informational and educational purposes. The content of this website is aimed at professional evaluation and should not be interpreted as personalized financial advice or as an offer or solicitation of financial instruments.
Nature of the content
- Material of an informational, educational and analytical nature.
- Does not constitute personalized investment advice.
- Does not imply any offer, recruitment or marketing directed at retail investors.
Target audience
- Content aimed at asset managers, EAFs, family offices and supervised entities.
- Not intended for the general public or retail investors.
- Any eventual implementation must be channeled through regulated entities.
Results, backtests and simulation
- Historical results, simulations and backtests do not guarantee future returns.
- There is a risk of partial or total loss of capital.
- The simulator reflects a static historical series updated to February 10.
User responsibility
- The user must carry out their own independent assessment.
- Legacy Allocation does not provide individualized financial advice.
- Each investment decision rests exclusively with the user or their entity.
By contacting through this website, it is understood that you are acting as a sector professional or on behalf of an entity interested in analyzing the strategy within the framework of due diligence or professional evaluation.