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Introducing CrestCast™ Macro-Aware US Factor Rotation Index

CrestCast™ is our advanced algorithmic engine designed for macro-aware US factor rotation. We license the CrestCast™ indexes to direct-index/SMA platforms, ETF sponsors, RIAs, and TAMPs helping asset managers navigate market shifts with precision and confidence.
 

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Dynamic Discipline for the Discerning Advisor  

In volatile markets, CrestCast™ delivers adaptive regime-signals every month—smoothing drawdowns and capturing alpha by realigning factor and sector exposures to today’s macro landscape.

CrestCast™ Indexes, built on our Passive 3.0™ framework, target macro regimes that are:
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Persistent
Lasting long enough to reposition portfolios with conviction
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Pervasive
Influencing multiple asset classes and geographies
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Impactful 
Driving material shifts in risk and return
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Why CrestCast™?

It's time indexing evolved to recognize the dynamic nature of markets

In an era of relentless regime shifts, static indexes fall short. CrestCast™ leverages a peer-reviewed, machine-learning engine to adapt factor exposures monthly—so your core equity and fixed-income allocations stay optimized for prevailing macro-conditions.

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Proprietary Regime Classification

Published in the Journal of Financial Data Science, our KNN-based algorithm identifies Persistent, Pervasive, and Impactful macro regimes—enabling precise shifts between  growth oriented and defensive factor tilts.
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Decade of Pure Out-of-Sample Alpha

Walk-forward validated since 2014, CrestCast™ has delivered 5%+ annualized equity alpha all while mitigating drawdowns and volatility.
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Plug-and-Play Integration

Monthly, rules-based signals feed directly into Direct Indexing platforms, ETFs, and model portfolios using liquid proxies and ETFs—no custom builds required.
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Transparent, Fiduciary-First Design

Fully explainable logic, clear governance, and a straight-forward licensing model ensure compliance and strengthen advisor-client trust.
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Adaptive, Real-World Resilience

With no out-of-sample retraining or look-ahead bias, CrestCast™ remains robust across cycles—your portfolios evolve with markets, not behind them.

Welcome to

UnionPassive 3.0

Context to take your Factor Strategy to the next level.

Key 10 Year Stats

Over the past ten years, our CrestCast™ Macro-Aware US Factor Rotation indexes show adept navigation of multiple market cycles—from bull runs and drawdowns to geopolitical shocks—by dynamically rotating factor and sector exposures in response to evolving macro regimes.

The below statistics, from the period June 2015 through May 2025, highlight industry-leading risk-adjusted returns, dampened volatility, and persistent alpha generation across real-world conditions. Below are the annualized metrics that demonstrate the index’s decade-long out of sample performance.

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7.93%

Alpha: 7.93% Annualized
Measures the excess return the CrestCast™ Index generated above the Russell 3000™ benchmark, after adjusting for market risk. 

0.55

Beta: 0.55
Indicates the Index’s sensitivity to broad market moves. A beta of 0.55 means CrestCast™ moved about 55% as much as the Russell 3000™ across this time period, smoothing out swings in both up- and down-markets.

1.00

Sharpe Ratio: 1.00
Captures risk-adjusted performance by comparing excess return to total volatility. A 1.00 Sharpe implies that for every unit of volatility taken, the Index delivered 1.00 units of return—well above the 0.69 Sharpe of the Russell 3000™ over the same time period.

0.62

Information Ratio: 0.62
Shows consistency of active returns: annualized excess return above the Russell 3000™ divided by tracking error. A 0.62 IR means 0.62 units of outperformance per unit of benchmark-relative volatility.

Explore CrestCast™: Purpose & Proof

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How CrestCast™ Works Under the Hood

Delve into the full KNN-based methodology, from unsupervised learning to walk-forward cross validation, detailed analytics and performance analysis that earned publication in the Journal of Financial Data Science.

Read our Published Paper
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Download our Whitepaper

Our CrestCast™ indexes offer a liquid, intuitive, cost-efficient way to navigate full market cycles—mitigating sequence-of-return risk, behavioral drawdown traps, and the complexity of costly alternatives.

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Licensing CrestCast™

The Macro-Aware Factor Rotation Index

Direct Index & SMA Platforms
License CrestCast™ for a macro-aware overlay on any existing index, or launch a pure DI/SMA strategy under your own brand—checkbox easy.

ETF Sponsors
License our index to infuse macro-aware factor rotations into existing funds—or white-label a brand-new ETF.

RIAs & Model Portfolio Managers
License our index to power your model portfolios with dynamic factor & sector weightings.

TAMPs
License our index once to deploy across proprietary ETFs, model portfolios, and discretionary accounts.

Key Partner Benefits

Stand Out in a Crowded Market
Offer differentiated products—even your institutional competitors don’t have this.

Drive Growth & Retention
Enhance advisor share of wallet with a more attractive risk-adjusted profile.

Plug-and-Play Scalability
One-time integration powers multiple distribution models.

Full Support & Co-Marketing
Onboarding, training, and joint campaigns to accelerate adoption.

Let’s Set New Standards. Together.

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