The Systematic Absolute Return Portfolio (SARP) is a portfolio engineered to compound capital across all market environments.
Bypassing discretionary stock picking and static buy-and-hold strategies, SARP operates purely on quantitative logic. By bifurcating capital into two distinct sleeves, it captures high-beta momentum during risk-on environments while rotating into defensive safe havens during structural declines.

Sleeve A: Digital Asset Tactical Allocation (DATA)
DATA is an absolute-return rotation model for cryptocurrency. Utilizing an R² Scaled Momentum engine and an Information Ratio filter against a Bitcoin benchmark, it dynamically allocates 100% of capital into the single most statistically robust digital asset. If the broader market breaches its absolute baseline, DATA systematically routes entirely into Cash (USD) to protect principal.

Sleeve B: Adaptive Equity Regime Allocation (AERA)
AERA manages equity exposure through a dynamic macro-regime lens. By measuring the Hurst Exponent and ADX of the S&P 500, a Master Regime Engine dictates the scoring of major SPDR Sector ETFs. During uptrends, it aggressively allocates to sectors with peak volatility-adjusted momentum. In sideways chop, it switches to mean-reversion to accumulate oversold sectors. In macro downtrends, it routes 100% of capital into US Treasury Bonds (IEF). Capital is weighted utilizing an Inverse Volatility framework for equal risk contribution.