Strategy library
Six strategies. One disciplined engine.
Philosophy
A strategy is not a prophecy.
A systematic strategy does not know the future.
It defines how you intend to behave when the future becomes uncomfortable.
No strategy removes risk. No strategy works in every environment.
The point is not perfection. The point is consistency under pressure.
Your discipline
Help me choose my discipline.
The Lab does not begin with the question: what will perform best?
It begins with a better one: what kind of investor are you trying to be?
Permanent frames
For investors who want a stable long-term allocation with fewer changes.
Trend & momentum allocation
For investors who want exposure to depend on market direction and rotate toward leadership within a defined universe.
Risk control
For investors who want exposure to respond to changing volatility.
The house method
For investors who want the closest systematic expression of the proprietary Witan Way method.
The rhythm
How the Lab watches a strategy.
Every strategy in the Lab is monitored through the same operating rhythm.
- Choose the strategy.
- Set the meaningful parameters.
- Receive the weekly state.
- Get a signal only when something material changes.
The Lab is designed to separate movement from meaning.
The library
Permanent frame
All-Weather
Ray Dalio · Bridgewater
A stable allocation framework designed to hold exposure across different market environments.
Best for: Investors who want balance, resilience, and fewer changes.
What it watches: Market regimes, defensive assets, broad diversification, and allocation drift.
Main trade-off: It can lag during narrow bull markets dominated by one asset class.
Permanent frame
Risk Parity
Inverse-volatility risk parity
A portfolio framework that seeks to balance risk contribution across assets rather than simply allocating capital.
Best for: Investors who want diversification to mean more than holding many assets.
What it watches: Volatility, correlation, risk contribution, and drift from intended risk balance.
Main trade-off: It requires a minimum level of portfolio knowledge to understand properly.
Trend & momentum allocation
Momentum + Trend Gate
Jegadeesh–Titman + Faber
A momentum approach that requires trend confirmation before full exposure.
Best for: Investors who prefer confirmation over speed.
What it watches: Relative momentum, trend state, confirmation threshold, and defensive fallback.
Main trade-off: It may arrive late when markets turn quickly.
Trend & momentum allocation
Adaptive Asset Allocation
Butler, Philbrick & Gordillo · 2012
A dynamic allocation process using strength, volatility, and diversification.
Best for: Investors who accept that adaptability creates movement.
What it watches: Relative strength, volatility, correlation, diversification, and asset eligibility.
Main trade-off: It can feel less comfortable than a fixed allocation.
Risk control
Volatility Target
Moreira & Muir · 2017
A risk-control strategy that adjusts exposure based on changing volatility conditions.
Best for: Investors who want risk to be treated as a changing variable.
What it watches: Realised volatility, volatility trend, exposure level, and risk target.
Main trade-off: It may reduce exposure before volatility quickly reverses.
Proprietary
Witan Way Core
The native Witan Way strategy, combining regime reading, trend, momentum, and discipline constraints.
Best for: Investors who want the closest expression of the Witan Way method inside the Lab.
What it watches: Equities, gold, commodities, bitcoin, regime consistency, trend, momentum, and defensive confirmation.
Main trade-off: It should be understood as a method, not a shortcut.
Begin
Choose the strategy you can keep.
A strategy is only useful if you can hold it through the conditions it was designed to survive.
Enter the Lab, explore the families, and select the frame that matches your discipline.
Witan Way strategies are educational frameworks. They are not personal recommendations, trade instructions, or forecasts of performance.