Adaptive Model Portfolios
Six distinct strategies, one unifying principle: systematic risk management powered by proprietary signal processing. Each model is designed to adapt to changing market conditions in real time.
How Our Models Work
Signal Detection
Proprietary technology monitors market conditions across multiple timeframes
Regime Classification
Each position is classified as risk-on or risk-off based on signal output
Cascading De-Risk
As signals turn risk-off, positions systematically rotate to short-duration treasuries
Re-Entry
When risk-on signals return, the model rebuilds positions systematically
Sector 100
S&P 500 sector-based strategy with proprietary risk management. Equally weighted sectors with systematic de-risking capability to 100% short-duration treasuries.
Low Volatility SDQ
Three major U.S. index strategy with adaptive rotation and cascading risk-off positioning. Equally weighted across the S&P 500, Dow Jones, and Nasdaq 100.
International
Global equity strategy trading the top countries by market capitalization. Equal weight with proprietary risk tiering and cascading de-risk to cash.
Levered Index
Enhanced index strategy using a dual-signal framework for leveraged, standard, and buffered S&P 500 exposure depending on market conditions.
NextGen Stock
Concentrated 8–12 position high-growth stock portfolio with proprietary cascading de-risk from full equity to 100% short-duration treasuries.
Dollar ALT
Precious metals allocation strategy with 60% gold and 40% silver when risk-on. Systematic risk management for dollar diversification.
Important: All model performance is hypothetical, back-tested, and net of 0.20% management fee. Past performance is not indicative of future results.
Hypothetical results have inherent limitations and do not represent actual trading. See full disclosures for complete details.
Frequently Asked Questions
Minimum investments vary by model: Sector 100 requires $25,000, NextGen Stock requires $50,000, and the remaining four models (Low Volatility SDQ, International, Levered Index, and Dollar ALT) each require $5,000.
THOR's proprietary technology evaluates each position independently for risk-on or risk-off conditions. As individual positions turn risk-off, they systematically rotate to short-duration treasuries while stronger positions are maintained or overweighted. Risk is managed progressively — not as a binary switch — allowing for graduated positioning based on real-time market conditions.
THOR's model portfolios are separately managed strategies available through advisor platforms, while the ETFs (THLV and THIR) are publicly traded funds on exchanges. The Sector 100 model and THLV ETF follow the same strategy, as do the Low Volatility SDQ model and THIR ETF. Models offer more customization; ETFs offer daily liquidity and potential tax efficiency.
Yes. THOR's models are designed with distinct risk/return profiles and can be combined to create diversified portfolios. For example, an advisor might pair Sector 100 (domestic equity core) with International (global diversification) and Dollar ALT (alternative/metals exposure). Contact THOR for guidance on portfolio construction.
Each model has a specific benchmark: Sector 100, Low Volatility SDQ, Levered Index, and NextGen Stock benchmark against the S&P 500 or comparable growth indices. International benchmarks against a total world stock measure. Dollar ALT benchmarks against a precious metals basket.
THOR's signals are evaluated continuously. Trading occurs when signal conditions change — there is no fixed rebalancing schedule. This means the models can adapt in real time to changing market conditions, rather than waiting for quarterly or annual rebalancing dates.
Want to Learn More?
Download model factsheets or book a zoom to discuss implementation.