Rules-based. Adaptive.Resilient.
Oceancrest Capital applies a multi-strategy process designed to protect capital and compound returns through changing market environments. Allocation decisions are rules-based, adaptive, and grounded in risk discipline rather than emotional market prediction.
RULES-BASED
Every decision flows from a defined process
Multi-strategy
Uncorrelated strategies, each with a distinct role
ADAPTIVE
Positioning adjusts as conditions change
The Problem
Traditional portfolios face considerable challenges.
Equities are stretched
Extended periods of strong equity performance can obscure valuation risk and encourage investor complacency. Market cycles eventually reset. What goes up does not compound forever. Portfolio resilience depends on process, not extrapolation.
Inflation erodes bonds
High debt levels increase the probability of structurally inflationary conditions, challenging the traditional defensive role of fixed income. In this environment, the traditional portfolio defence, bonds, becomes a long-term liability. Holding fixed income as protection is not a neutral decision. It’s a losing one.
Regime-dependent performance
Static allocations are optimised for a single market regime. When regimes shift, as they did in 2022, outdated portfolios underperform.
Our Response
The answer is not a better forecast. It is a better process.
Oceancrest Capital manages the Total Return Fund: a rules-based, multi-strategy portfolio built to protect and grow capital across any market environment.
The strategy removes human bias from every decision. No emotional calls. No static allocations. Capital is dynamically allocated across asset classes based on observed market conditions, price behaviour, historical data, and measured risks.
Rules-based
Every decision flows from a defined process. The same rules apply in calm markets and in crises.
Multi-strategy
A team of uncorrelated strategies, equities, fixed income, gold, each play a distinct role.
Adaptive
Positioning adjusts as conditions change. The objective is to capture up trending and down trending markets.
How It Works
Building a team of strategies.
No single strategy performs consistently across all market regimes. The resilience comes from combining differentiated risk & return streams with distinct characteristics. The objective is to build a team of strategies that can play both offense and defense and be positioned to win in any regime.
01
Identify explainable market anomalies
Each strategy is built around observable market behaviour supported by historical evidence, not prediction.
02
Test across market regimes
Strategies are evaluated across different market environments, including periods of stress, volatility, and regime change.
03
Prioritise drawdown control
Risk is measured through maximum drawdown, average drawdown , and correlation during times of market stress. Limiting losses is central to long-term compounding.
04
Active not Static
Positioning must adjust based on market conditions through rule based systems rather than discretionary allocation decisions.
05
Construct for diversification
Underlying strategies are combined based on their interaction with one another, with the objective of reducing portfolio-level concentration and improving downside protection.
