Rigorous Research.
Informed Conviction.
The PSIF Framework
The PSIF (Proprietary Systematic Investment Framework) is Elevate Capital's core methodology for fundamental investment analysis. It provides a rigorous, repeatable process for evaluating investment opportunities across sectors, geographies, and asset classes.
PSIF integrates quantitative screening with qualitative judgment, ensuring that every investment decision is grounded in both data and deep understanding of the underlying business or asset. The framework is applied consistently across our long market portfolio.
By combining systematic screening with human judgment, PSIF enables our investment team to identify opportunities that purely quantitative or purely fundamental approaches might miss — particularly in less efficient market segments where our edge is most pronounced.
Proprietary Screening
Multi-factor quantitative screens identify the universe of investable opportunities based on quality, value, and momentum signals.
Systematic Analysis
Structured fundamental analysis of each candidate, including financial modeling, competitive positioning, and management assessment.
Integrated Judgment
Qualitative overlay by experienced investment professionals to assess factors that quantitative models cannot fully capture.
Framework Validation
Peer review and risk committee approval ensures that every investment meets Elevate's standards before capital is committed.
Data-Driven Alpha Generation
Algorithmic Research
Continuous development and refinement of our rules-based trading algorithms. Backtesting against decades of market data ensures robustness across multiple market regimes.
AI & Machine Learning
Integration of Large Language Models for sentiment analysis and unstructured data processing. Advanced AI forecasting models generate predictive signals across asset classes.
Market Microstructure
Deep research into market microstructure informs our HFT strategies and execution algorithms, enabling us to minimize market impact and optimize execution quality.
Alcazar 5: Strategy in Action
View Portfolio HoldingsAlcazar 5 is Elevate Capital's flagship quantitative strategy, developed by Richard Dedu, Ken Luu, and Dereck Nielsen. The strategy is designed to exploit rapid shifts in market volatility and interest rate regimes through dynamic ETF rotation.
The strategy operates on a proprietary rules-based engine with a variable risk profile, enabling it to adapt to changing market conditions. Its universe of holdings spans a carefully selected set of ETFs covering equities, bonds, commodities, and volatility instruments.
Backtested results demonstrate the strategy's ability to generate substantial alpha relative to the S&P 500 benchmark, with a Sharpe Ratio of 1.65 and a Calmer Ratio of 2.79 — metrics that reflect both the magnitude and quality of returns.
Holdings Universe
The Alcazar 5 strategy dynamically rotates across the following instruments:
The information provided on this page is for informational purposes only and does not constitute investment advice. Past performance is not indicative of future results. Backtested results are hypothetical and do not reflect actual trading. Elevate Capital Management — Confidential — For Institutional Use Only.