Six Years of Live Track Record. Not a Backtest.
THOR's systematic strategies have traded real money since 2020, first in separately managed accounts and model portfolios, now in ETFs. Same engine, newer wrapper.
The Strategy Is Older Than the Funds
Most ETF due-diligence screens gate on vehicle history. Three years of fund data is a common cutoff, and a fund launched last year fails that filter automatically. The filter answers the wrong question.
The vehicle is new. The strategy is not. THOR's signal-driven process has run live since 2020 in SMAs and model portfolios used by advisors nationwide. Live means executed trades in real accounts, with no benefit of hindsight. The ETFs run that same systematic process inside a different structure.
What an allocator actually wants to know is how a manager behaves in stress. Six live years cover the 2020 crash, the 2022 rate-driven bear market, and the sharp rotations of 2024 and 2025. Every regime change in that stretch hit real positions, not a simulation. So the evaluation here is not a startup fund with a short history. It is an established systematic manager in a newer wrapper.
From Live Strategies to Listed Funds
- 2020
Strategies go live
THOR's systematic strategies begin trading real money in separately managed accounts and model portfolios.
- September 2022
THOR Equal Weight Low Volatility ETFTHLV
The sector strategy arrives in an ETF wrapper on NYSE Arca.
- September 2024
THOR Index Rotation ETFTHIR
The three-index rotation strategy follows in its own ETF.
- April 2026
THOR AdaptiveRisk Dynamic ETFTHMR
An adaptive multi-asset strategy joins the lineup, sub-advised by Ai Alpha LLC.
The Engine Behind It
THOR applies digital signal processing to market data, the same engineering math that powers noise-canceling headphones. The system filters daily noise out of price action to detect when a market regime has actually changed. It detects; it does not forecast.
When signals turn risk-off, positions cascade systematically toward short-duration Treasuries. The goal across every strategy is the same: seek to avoid the big hits and participate in the bulk of uptrends. No gut calls, no narratives, no exceptions to the rules.
The full methodology is laid out in our Signal Processing 101 whitepaper.
Evaluate the Record Yourself
Financial professionals can access model factsheets covering the full strategy lineup, or talk directly with the team that runs the system.
The ETFs are distinct vehicles from the separately managed accounts and model portfolios that preceded them. SMA and model portfolio history does not represent ETF performance, and past performance does not guarantee future results. All investing involves risk, including possible loss of principal. See full disclosures.